+191.9%
LH vs WING
+359.3%
-167.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -3.2% | -2.3% | -0.9% | -2.9% |
| 30D | +0.1% | -5.6% | +5.8% | +0.7% |
| 3M | +18.6% | -22.9% | +41.5% | +22.1% |
| 6M | +17.9% | -50.4% | +68.4% | +28.5% |
| YTD | +28.9% | -53.3% | +82.3% | +40.4% |
| 1Y | +16.6% | -61.2% | +77.8% | +30.0% |
| 3Y | +63.6% | -30.1% | +93.6% | +54.1% |
| 5Y | +30.0% | -35.0% | +65.0% | +18.8% |
| 10Y | +191.9% | +375.5% | -183.6% | +67.3% |
| All | +191.9% | +359.3% | -167.4% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling