-78.1%
LCID vs WOLF
+40.4%
-118.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.7% |
| 7D | +24.8% | +17.0% | +7.8% | +21.8% |
| 30D | -0.5% | -14.3% | +13.8% | +1.1% |
| 3M | -43.0% | -10.5% | -32.5% | -42.7% |
| 6M | -40.5% | -43.7% | +3.2% | -38.2% |
| YTD | -64.3% | +50.7% | -115.0% | -68.6% |
| 1Y | -78.1% | +46.7% | -124.8% | -81.1% |
| All | -78.1% | +40.4% | -118.5% | -81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling