+165.4%
LII vs WING
+679.4%
-514.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -0.6% | +9.0% | -9.7% | -2.1% |
| 30D | -4.6% | +39.9% | -44.5% | -10.3% |
| 3M | -21.2% | +40.4% | -61.6% | -26.5% |
| 6M | -36.4% | +12.9% | -49.3% | -38.9% |
| YTD | -28.9% | -31.1% | +2.1% | -26.2% |
| 1Y | -29.5% | -32.7% | +3.2% | -26.6% |
| 3Y | -8.6% | -19.8% | +11.2% | -12.4% |
| 5Y | +20.2% | +4.0% | +16.2% | +3.9% |
| All | +165.4% | +679.4% | -514.0% | +70.3% |
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 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