+329.9%
LNG vs WING
+405.9%
-76.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.4% | -3.9% | +7.3% | +3.8% |
| 30D | +14.9% | -11.6% | +26.4% | +16.0% |
| 3M | +21.4% | -24.2% | +45.6% | +24.0% |
| 6M | +17.8% | -54.1% | +71.9% | +26.1% |
| YTD | +51.3% | -53.9% | +105.2% | +60.8% |
| 1Y | +24.4% | -64.4% | +88.8% | +35.7% |
| 3Y | +79.7% | -30.2% | +109.9% | +71.0% |
| 5Y | +241.3% | -34.1% | +275.4% | +216.7% |
| 10Y | +603.1% | +342.1% | +261.0% | +316.1% |
| All | +329.9% | +405.9% | -76.0% | +141.2% |
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