-80.8%
LCID vs WOLF
+60.4%
-141.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.3% |
| 7D | +1.8% | +9.8% | -8.0% | +0.7% |
| 30D | -34.2% | -12.1% | -22.1% | -33.4% |
| 3M | -9.1% | -47.9% | +38.8% | -4.3% |
| 6M | -52.6% | +74.3% | -126.9% | -55.6% |
| YTD | -56.2% | +65.9% | -122.1% | -59.0% |
| All | -80.8% | +60.4% | -141.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling