-27.2%
LII vs WOLF
+53.6%
-80.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.5% |
| 7D | -2.3% | +21.5% | -23.7% | -3.5% |
| 30D | -1.7% | -1.2% | -0.4% | -1.9% |
| 3M | -18.3% | -8.2% | -10.1% | -18.5% |
| 6M | -32.3% | -45.0% | +12.7% | -31.5% |
| YTD | -27.1% | +59.0% | -86.1% | -34.6% |
| 1Y | -27.2% | +59.1% | -86.3% | -34.6% |
| All | -27.2% | +53.6% | -80.8% | -34.6% |
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