+9.5%
LMT vs WOLF
+57.5%
-48.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.1% | -1.4% |
| 7D | -6.3% | +9.7% | -15.9% | -6.2% |
| 30D | -8.5% | +12.5% | -21.0% | -8.3% |
| 3M | +1.8% | -57.7% | +59.6% | +1.6% |
| 6M | -19.9% | +37.7% | -57.6% | -20.3% |
| YTD | +10.6% | +62.8% | -52.3% | +10.1% |
| All | +9.5% | +57.5% | -48.0% | +8.6% |
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