+164.2%
LTH vs WING
+17.5%
+146.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -2.6% |
| 7D | +7.0% | +8.6% | -1.5% | +4.7% |
| 30D | +15.4% | +44.8% | -29.3% | +4.3% |
| 3M | +7.0% | +51.9% | -44.9% | -5.5% |
| 6M | +46.9% | +37.2% | +9.6% | +31.4% |
| YTD | +76.4% | -25.3% | +101.7% | +83.3% |
| 1Y | +83.7% | -25.1% | +108.8% | +90.2% |
| 3Y | +248.9% | -12.9% | +261.8% | +199.7% |
| 5Y | +141.8% | +12.0% | +129.8% | +72.2% |
| All | +164.2% | +17.5% | +146.7% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling