-30.6%
LEN vs WOLF
+53.8%
-84.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.5% |
| 7D | -6.4% | +21.5% | -27.8% | -6.7% |
| 30D | +15.6% | -1.2% | +16.9% | +15.8% |
| 3M | -0.8% | -8.2% | +7.4% | -0.6% |
| 6M | +0.4% | -45.0% | +45.3% | +1.6% |
| YTD | -14.1% | +59.0% | -73.1% | -15.0% |
| 1Y | -29.6% | +59.1% | -88.7% | -30.2% |
| All | -30.6% | +53.8% | -84.4% | -30.8% |
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