+139.3%
LTH vs WING
-27.3%
+166.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +1.5% | -0.1% | +1.7% | +1.6% |
| 30D | -3.1% | -6.0% | +3.0% | -1.9% |
| 3M | +28.1% | -23.5% | +51.6% | +36.0% |
| 6M | +67.4% | -52.0% | +119.4% | +100.3% |
| YTD | +59.8% | -53.8% | +113.6% | +90.3% |
| 1Y | +45.6% | -63.8% | +109.4% | +85.1% |
| 3Y | +162.0% | -30.8% | +192.8% | +131.4% |
| All | +139.3% | -27.3% | +166.6% | +94.0% |
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 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