-33.4%
LII vs WOLF
+32.2%
-65.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +16.8% | -18.8% | -2.8% |
| 7D | -0.6% | +8.2% | -8.8% | -1.1% |
| 30D | -4.6% | -24.2% | +19.6% | -3.4% |
| 3M | -21.2% | -13.8% | -7.4% | -21.3% |
| 6M | -36.4% | -44.8% | +8.3% | -35.8% |
| YTD | -28.9% | +36.6% | -65.6% | -33.2% |
| 1Y | -29.5% | +27.6% | -57.1% | -33.8% |
| All | -33.4% | +32.2% | -65.5% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling