+18.7%
LHX vs WING
-33.2%
+51.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -1.4% |
| 7D | -4.3% | +7.2% | -11.5% | -4.5% |
| 30D | -15.1% | +4.8% | -19.9% | -15.3% |
| 3M | -21.0% | -23.7% | +2.7% | -20.2% |
| 6M | -32.0% | -43.6% | +11.6% | -30.5% |
| YTD | -15.3% | -50.6% | +35.2% | -13.1% |
| 1Y | -11.1% | -57.0% | +46.0% | -8.2% |
| 3Y | +54.0% | -28.3% | +82.3% | +50.9% |
| All | +18.7% | -33.2% | +51.9% | +12.1% |
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