-85.1%
LCID vs WOLF
+45.1%
-130.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.8% | -0.4% | +8.0% |
| 7D | +20.0% | +25.3% | -5.3% | +16.5% |
| 30D | -5.0% | -14.7% | +9.7% | -3.7% |
| 3M | -48.9% | -20.5% | -28.3% | -48.0% |
| 6M | -43.2% | -43.9% | +0.7% | -41.2% |
| YTD | -65.9% | +50.0% | -116.0% | -68.0% |
| 1Y | -79.2% | +45.5% | -124.7% | -80.4% |
| All | -85.1% | +45.1% | -130.2% | -85.8% |
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