+163.0%
LITE vs WOLF
+29.9%
+133.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -1.9% |
| 7D | +10.8% | +4.4% | +6.4% | +9.2% |
| 30D | -33.4% | +1.0% | -34.5% | -33.4% |
| 3M | -32.2% | -21.2% | -11.0% | -26.2% |
| 6M | -42.1% | -60.3% | +18.2% | -26.6% |
| YTD | +61.9% | +42.6% | +19.2% | +31.6% |
| 1Y | +163.0% | +36.5% | +126.5% | +116.4% |
| All | +163.0% | +29.9% | +133.1% | +116.4% |
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 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