+20.4%
LII vs WING
+4.1%
+16.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | -21.2% | +40.4% | -61.6% | -26.7% |
| 6M | -36.4% | +12.9% | -49.3% | -38.9% |
| YTD | -28.9% | -31.1% | +2.1% | -25.6% |
| 1Y | -29.5% | -32.7% | +3.2% | -26.1% |
| 3Y | -8.6% | -19.8% | +11.2% | -15.2% |
| All | +20.4% | +4.1% | +16.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling