+65.5%
LH vs WING
-31.3%
+96.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +2.0% | -6.0% | +8.0% | +2.1% |
| 3M | +24.3% | -23.5% | +47.7% | +25.1% |
| 6M | +21.1% | -52.0% | +73.0% | +23.7% |
| YTD | +30.4% | -53.8% | +84.2% | +33.1% |
| 1Y | +18.4% | -63.8% | +82.2% | +22.2% |
| 3Y | +65.5% | -30.8% | +96.2% | +57.6% |
| All | +65.5% | -31.3% | +96.8% | +57.6% |
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