+9.7%
LH vs WOLF
+39.8%
-30.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.7% | +3.3% | -4.4% |
| 7D | -7.4% | -6.2% | -1.2% | -7.4% |
| 30D | -4.6% | -16.5% | +11.9% | -4.5% |
| 3M | +14.5% | -42.0% | +56.5% | +14.5% |
| 6M | +14.8% | +51.8% | -37.0% | +9.0% |
| YTD | +23.3% | +44.6% | -21.3% | +17.0% |
| All | +9.7% | +39.8% | -30.2% | +2.8% |
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