+240.8%
LII vs WING
+656.3%
-415.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -0.6% | +9.0% | -9.7% | -2.0% |
| 30D | -4.6% | +39.9% | -44.5% | -10.3% |
| 3M | -21.2% | +40.4% | -61.6% | -26.4% |
| 6M | -36.4% | +12.9% | -49.3% | -38.8% |
| YTD | -28.9% | -31.1% | +2.1% | -26.3% |
| 1Y | -29.5% | -32.7% | +3.2% | -26.7% |
| 3Y | -8.6% | -19.8% | +11.2% | -12.2% |
| 5Y | +20.2% | +4.0% | +16.2% | +4.9% |
| 10Y | +166.2% | +684.4% | -518.2% | +64.2% |
| All | +240.8% | +656.3% | -415.6% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling