-35.5%
LEN vs WOLF
+51.6%
-87.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.6% |
| 7D | -3.4% | +2.4% | -5.7% | -3.5% |
| 30D | -5.7% | -6.9% | +1.2% | -5.5% |
| 3M | -12.2% | -44.1% | +31.8% | -11.0% |
| 6M | -18.3% | +53.6% | -71.9% | -19.1% |
| YTD | -20.2% | +56.7% | -76.9% | -21.0% |
| All | -35.5% | +51.6% | -87.0% | -35.7% |
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