+321.2%
LMT vs WING
+637.4%
-316.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.1% | -2.5% | +7.6% | +5.2% |
| 30D | +14.1% | +29.5% | -15.4% | +12.6% |
| 3M | +0.3% | +40.2% | -39.9% | -1.6% |
| 6M | +16.1% | +32.7% | -16.6% | +14.0% |
| YTD | +25.5% | -32.8% | +58.3% | +26.9% |
| 1Y | +34.1% | -31.7% | +65.8% | +35.4% |
| 3Y | +45.1% | -24.7% | +69.8% | +41.7% |
| 5Y | +100.9% | -0.5% | +101.4% | +89.0% |
| 10Y | +199.4% | +647.5% | -448.1% | +122.3% |
| All | +321.2% | +637.4% | -316.2% | +208.8% |
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 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