+14.7%
LH vs WOLF
+51.6%
-36.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | -1.1% |
| 7D | -3.2% | +2.4% | -5.5% | -3.2% |
| 30D | +0.1% | -6.9% | +7.0% | +0.2% |
| 3M | +18.6% | -44.1% | +62.7% | +18.8% |
| 6M | +17.9% | +53.6% | -35.7% | +12.2% |
| YTD | +28.9% | +56.7% | -27.8% | +22.4% |
| All | +14.7% | +51.6% | -36.8% | +7.5% |
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