+271.2%
LMT vs WING
+405.9%
-134.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | -6.3% | -3.9% | -2.4% | -6.1% |
| 30D | -8.5% | -11.6% | +3.1% | -8.0% |
| 3M | +1.8% | -24.2% | +26.0% | +3.0% |
| 6M | -19.9% | -54.1% | +34.1% | -17.1% |
| YTD | +10.6% | -53.9% | +64.5% | +14.1% |
| 1Y | +17.9% | -64.4% | +82.3% | +23.3% |
| 3Y | +27.0% | -30.2% | +57.2% | +23.4% |
| 5Y | +68.7% | -34.1% | +102.8% | +62.2% |
| 10Y | +181.1% | +342.1% | -161.1% | +115.7% |
| All | +271.2% | +405.9% | -134.7% | +177.8% |
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