+306.4%
LHX vs WING
+407.0%
-100.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -10.4% | -6.0% | -4.3% | -9.9% |
| 3M | -14.9% | -23.5% | +8.5% | -13.2% |
| 6M | -29.6% | -52.0% | +22.4% | -25.3% |
| YTD | -11.8% | -53.8% | +42.0% | -6.5% |
| 1Y | -5.1% | -63.8% | +58.7% | +2.7% |
| 3Y | +61.3% | -30.8% | +92.1% | +56.8% |
| 5Y | +22.4% | -34.3% | +56.7% | +16.9% |
| 10Y | +232.2% | +352.4% | -120.2% | +122.5% |
| All | +306.4% | +407.0% | -100.6% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling