+501.9%
LITE vs WOLF
+60.4%
+441.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.2% | +10.5% |
| 7D | +12.6% | +9.8% | +2.8% | +9.5% |
| 30D | +9.9% | -12.1% | +22.1% | +14.3% |
| 3M | +9.3% | -47.9% | +57.2% | +25.4% |
| 6M | +75.2% | +74.3% | +0.9% | +46.0% |
| YTD | +165.5% | +65.9% | +99.6% | +125.7% |
| All | +501.9% | +60.4% | +441.4% | +434.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling