-37.8%
LEN vs WOLF
+39.8%
-77.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.7% | +4.2% | -3.3% |
| 7D | -7.8% | -6.2% | -1.5% | -7.6% |
| 30D | -11.0% | -16.5% | +5.5% | -10.6% |
| 3M | -12.8% | -42.0% | +29.2% | -11.6% |
| 6M | -20.2% | +51.8% | -72.0% | -20.8% |
| YTD | -23.0% | +44.6% | -67.6% | -23.6% |
| All | -37.8% | +39.8% | -77.6% | -37.8% |
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 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