+60.4%
LH vs WING
+8.7%
+51.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +4.8% | +5.0% | -0.2% | +4.4% |
| 30D | +18.8% | +38.7% | -19.9% | +15.6% |
| 3M | +15.7% | +44.7% | -29.0% | +11.9% |
| 6M | +46.7% | +31.5% | +15.2% | +42.3% |
| YTD | +48.9% | -28.4% | +77.3% | +51.1% |
| 1Y | +43.5% | -28.2% | +71.6% | +45.3% |
| 3Y | +86.9% | -18.4% | +105.3% | +76.5% |
| 5Y | +60.4% | +5.2% | +55.2% | +36.3% |
| All | +60.4% | +8.7% | +51.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling