+234.1%
LTH vs WING
-23.4%
+257.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.5% |
| 7D | -4.6% | -3.9% | -0.7% | -4.1% |
| 30D | +14.8% | +26.6% | -11.8% | +10.4% |
| 3M | +3.9% | +42.5% | -38.6% | -2.4% |
| 6M | +35.5% | +29.4% | +6.1% | +28.1% |
| YTD | +71.3% | -32.8% | +104.1% | +79.2% |
| 1Y | +75.7% | -33.5% | +109.2% | +83.7% |
| All | +234.1% | -23.4% | +257.5% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling