+19.5%
LSCC vs WING
+7.0%
+12.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -8.3% |
| 7D | -4.8% | +14.0% | -18.8% | -8.1% |
| 30D | -27.1% | +47.7% | -74.8% | -34.7% |
| 3M | -23.6% | +34.2% | -57.8% | -30.6% |
| 6M | -19.8% | +13.6% | -33.4% | -24.7% |
| YTD | +33.2% | -30.0% | +63.3% | +40.2% |
| 1Y | +55.2% | -33.9% | +89.2% | +65.7% |
| 3Y | +70.1% | -18.7% | +88.8% | +46.5% |
| 5Y | +19.5% | +5.5% | +14.0% | -4.0% |
| All | +19.5% | +7.0% | +12.5% | -4.0% |
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