+20.0%
LH vs WING
-65.5%
+85.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -2.5% | -3.9% | +1.4% | -2.5% |
| 30D | +4.3% | -11.6% | +15.9% | +4.3% |
| 3M | +25.5% | -24.2% | +49.7% | +25.7% |
| 6M | +17.0% | -54.1% | +71.0% | +16.7% |
| YTD | +31.3% | -53.9% | +85.2% | +30.9% |
| 1Y | +20.0% | -64.4% | +84.3% | +18.0% |
| All | +20.0% | -65.5% | +85.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling