+168.9%
LII vs WING
+686.1%
-517.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -1.7% | +32.3% | -34.0% | -6.7% |
| 3M | -18.3% | +50.2% | -68.4% | -24.7% |
| 6M | -32.3% | +31.7% | -64.0% | -36.7% |
| YTD | -27.1% | -29.6% | +2.5% | -24.6% |
| 1Y | -27.2% | -29.7% | +2.5% | -24.8% |
| 3Y | -8.9% | -19.8% | +10.9% | -12.7% |
| 5Y | +19.7% | +3.1% | +16.6% | +3.5% |
| 10Y | +168.9% | +682.9% | -514.0% | +71.5% |
| All | +168.9% | +686.1% | -517.2% | +71.5% |
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