+168.6%
LII vs WING
+742.9%
-574.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.4% | -6.2% | +0.8% |
| 7D | -1.2% | +8.6% | -9.7% | -2.6% |
| 30D | -2.0% | +44.8% | -46.7% | -8.4% |
| 3M | -20.2% | +51.9% | -72.2% | -26.6% |
| 6M | -32.5% | +37.2% | -69.8% | -37.3% |
| YTD | -27.4% | -25.3% | -2.1% | -25.6% |
| 1Y | -28.2% | -25.1% | -3.1% | -26.6% |
| 3Y | -7.2% | -12.9% | +5.7% | -12.4% |
| 5Y | +19.9% | +12.0% | +7.9% | +2.3% |
| 10Y | +168.6% | +716.5% | -547.9% | +69.5% |
| All | +168.6% | +742.9% | -574.3% | +69.5% |
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