+19.7%
LII vs WING
+3.2%
+16.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -18.3% | +50.2% | -68.4% | -25.0% |
| 6M | -32.3% | +31.7% | -64.0% | -36.9% |
| YTD | -27.1% | -29.6% | +2.5% | -24.0% |
| 1Y | -27.2% | -29.7% | +2.5% | -24.3% |
| 3Y | -8.9% | -19.8% | +10.9% | -15.5% |
| 5Y | +19.7% | +3.1% | +16.6% | -6.4% |
| All | +19.7% | +3.2% | +16.5% | -6.4% |
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