-31.3%
LDOS vs WOLF
+52.0%
-83.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.2% | -2.2% |
| 7D | -3.5% | +30.2% | -33.7% | -2.5% |
| 30D | +9.5% | -7.2% | +16.7% | +9.7% |
| 3M | -6.3% | -16.4% | +10.1% | -6.2% |
| 6M | +2.8% | -50.7% | +53.5% | +1.6% |
| YTD | -26.6% | +52.3% | -78.9% | -24.3% |
| 1Y | -31.3% | +35.6% | -66.9% | -28.8% |
| All | -31.3% | +52.0% | -83.3% | -28.8% |
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 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