+71.8%
LMT vs WING
-33.6%
+105.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -1.3% | -2.3% | +0.9% | -1.3% |
| 30D | -12.5% | -5.6% | -6.9% | -12.5% |
| 3M | -0.5% | -22.9% | +22.5% | -0.2% |
| 6M | -20.0% | -50.4% | +30.4% | -19.6% |
| YTD | +10.4% | -53.3% | +63.7% | +10.9% |
| 1Y | +17.7% | -61.2% | +78.9% | +18.6% |
| 3Y | +34.3% | -30.1% | +64.3% | +31.0% |
| 5Y | +71.8% | -35.0% | +106.8% | +64.8% |
| All | +71.8% | -33.6% | +105.4% | +64.8% |
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