-3.3%
LVS vs WING
+407.7%
-411.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.4% | -0.4% |
| 7D | -3.5% | +7.2% | -10.7% | -4.6% |
| 30D | -6.2% | +4.8% | -11.0% | -7.1% |
| 3M | -14.8% | -23.7% | +8.8% | -11.6% |
| 6M | -20.9% | -43.6% | +22.7% | -14.3% |
| YTD | -33.0% | -50.6% | +17.5% | -26.5% |
| 1Y | -20.0% | -57.0% | +37.0% | -10.6% |
| 3Y | -6.9% | -28.3% | +21.3% | -10.9% |
| 5Y | +9.1% | -32.4% | +41.5% | -0.8% |
| All | -3.3% | +407.7% | -411.0% | -38.6% |
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