+446.1%
LITE vs WING
+7.0%
+439.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.1% | -17.5% | -18.5% |
| 7D | -44.6% | +14.0% | -58.6% | -46.1% |
| 30D | -55.0% | +47.7% | -102.7% | -58.4% |
| 3M | -38.3% | +34.2% | -72.5% | -42.4% |
| 6M | -48.8% | +13.6% | -62.3% | -51.1% |
| YTD | +38.3% | -30.0% | +68.3% | +42.8% |
| 1Y | +119.0% | -33.9% | +152.9% | +128.6% |
| 3Y | +1,092.0% | -18.7% | +1,110.7% | +1,030.3% |
| 5Y | +446.1% | +5.5% | +440.5% | +352.5% |
| All | +446.1% | +7.0% | +439.0% | +352.5% |
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 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