+246.9%
LII vs WING
+637.7%
-390.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | -0.2% | -3.9% | +3.7% | +0.4% |
| 30D | -0.6% | +26.6% | -27.2% | -4.9% |
| 3M | -17.0% | +42.5% | -59.5% | -22.7% |
| 6M | -31.1% | +29.4% | -60.5% | -35.4% |
| YTD | -27.7% | -32.8% | +5.1% | -24.7% |
| 1Y | -26.2% | -33.5% | +7.3% | -23.1% |
| 3Y | -9.6% | -23.4% | +13.8% | -12.5% |
| 5Y | +15.7% | -0.4% | +16.1% | +1.5% |
| 10Y | +166.9% | +647.8% | -481.0% | +65.8% |
| All | +246.9% | +637.7% | -390.9% | +110.1% |
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