-35.8%
LEN vs WOLF
+60.4%
-96.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -3.9% |
| 7D | -2.9% | +9.8% | -12.6% | -3.1% |
| 30D | -8.9% | -12.1% | +3.3% | -8.6% |
| 3M | -10.9% | -47.9% | +37.0% | -9.6% |
| 6M | -19.7% | +74.3% | -94.0% | -20.5% |
| YTD | -20.6% | +65.9% | -86.5% | -21.5% |
| All | -35.8% | +60.4% | -96.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling