+137.8%
LTH vs WING
+0.4%
+137.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -2.5% | +1.2% | -0.8% |
| 30D | +15.7% | +29.5% | -13.9% | +7.4% |
| 3M | +5.0% | +40.2% | -35.2% | -5.4% |
| 6M | +37.7% | +32.7% | +5.0% | +23.9% |
| YTD | +75.0% | -32.8% | +107.8% | +86.9% |
| 1Y | +82.6% | -31.7% | +114.4% | +93.4% |
| 3Y | +241.3% | -24.7% | +266.0% | +204.5% |
| All | +137.8% | +0.4% | +137.4% | +79.9% |
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 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