+141.5%
LTH vs WING
+4.1%
+137.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +4.5% | +9.0% | -4.6% | +2.0% |
| 30D | +16.3% | +39.9% | -23.6% | +6.0% |
| 3M | +8.4% | +40.4% | -32.0% | -2.4% |
| 6M | +40.3% | +12.9% | +27.4% | +32.4% |
| YTD | +77.3% | -31.1% | +108.4% | +88.4% |
| 1Y | +88.0% | -32.7% | +120.7% | +100.5% |
| 3Y | +274.3% | -19.8% | +294.1% | +226.7% |
| All | +141.5% | +4.1% | +137.5% | +85.8% |
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