+4.6%
LVS vs WING
+637.7%
-633.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -1.5% |
| 7D | -3.9% | -3.9% | 0.0% | -3.3% |
| 30D | +7.1% | +26.6% | -19.6% | +2.5% |
| 3M | -13.2% | +42.5% | -55.7% | -19.0% |
| 6M | -22.8% | +29.4% | -52.2% | -27.3% |
| YTD | -38.0% | -32.8% | -5.2% | -35.5% |
| 1Y | -39.5% | -33.5% | -6.0% | -37.0% |
| 3Y | -12.2% | -23.4% | +11.2% | -16.3% |
| 5Y | +6.4% | -0.4% | +6.9% | -9.2% |
| 10Y | -13.3% | +647.8% | -661.1% | -55.7% |
| All | +4.6% | +637.7% | -633.1% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling