-82.3%
LCID vs WOLF
+51.6%
-133.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.5% | -2.2% | -7.2% |
| 7D | -9.3% | +2.4% | -11.7% | -9.5% |
| 30D | -35.4% | -6.9% | -28.5% | -35.0% |
| 3M | -17.1% | -44.1% | +27.0% | -12.9% |
| 6M | -58.9% | +53.6% | -112.5% | -61.2% |
| YTD | -59.6% | +56.7% | -116.3% | -61.9% |
| All | -82.3% | +51.6% | -133.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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