+260.2%
LITE vs WOLF
+45.7%
+214.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -13.9% | +17.0% | -30.9% | -18.2% |
| 30D | -46.9% | -14.3% | -32.6% | -44.1% |
| 3M | -28.0% | -10.5% | -17.5% | -25.5% |
| 6M | -35.2% | -43.7% | +8.5% | -27.4% |
| YTD | +58.9% | +50.7% | +8.2% | +39.0% |
| 1Y | +125.3% | +46.7% | +78.6% | +98.9% |
| All | +260.2% | +45.7% | +214.5% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling