+165.9%
LII vs WING
+620.3%
-454.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +2.9% | -2.5% | +5.4% | +3.3% |
| 30D | +0.9% | +29.5% | -28.6% | -3.9% |
| 3M | -15.5% | +40.2% | -55.7% | -21.2% |
| 6M | -30.2% | +32.7% | -62.9% | -34.9% |
| YTD | -26.8% | -32.8% | +6.0% | -23.7% |
| 1Y | -25.3% | -31.7% | +6.4% | -22.5% |
| 3Y | -7.8% | -24.7% | +17.0% | -10.6% |
| 5Y | +17.0% | -0.5% | +17.4% | +1.7% |
| All | +165.9% | +620.3% | -454.3% | +73.2% |
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