+86.9%
LH vs WING
-16.7%
+103.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.1% |
| 7D | +4.8% | +5.0% | -0.2% | +4.6% |
| 30D | +18.8% | +38.7% | -19.9% | +17.4% |
| 3M | +15.7% | +44.7% | -29.0% | +14.0% |
| 6M | +46.7% | +31.5% | +15.2% | +44.8% |
| YTD | +48.9% | -28.4% | +77.3% | +49.4% |
| 1Y | +43.5% | -28.2% | +71.6% | +43.8% |
| 3Y | +86.9% | -18.4% | +105.3% | +66.2% |
| All | +86.9% | -16.7% | +103.6% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling