+222.0%
LHX vs WING
+407.7%
-185.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -1.6% |
| 7D | -4.3% | +7.2% | -11.5% | -4.8% |
| 30D | -15.1% | +4.8% | -19.9% | -15.6% |
| 3M | -21.0% | -23.7% | +2.7% | -19.5% |
| 6M | -32.0% | -43.6% | +11.6% | -29.1% |
| YTD | -15.3% | -50.6% | +35.2% | -11.0% |
| 1Y | -11.1% | -57.0% | +46.0% | -5.7% |
| 3Y | +54.0% | -28.3% | +82.3% | +49.3% |
| 5Y | +17.1% | -32.4% | +49.5% | +12.1% |
| All | +222.0% | +407.7% | -185.7% | +117.9% |
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