+25.9%
LMT vs WOLF
-3.0%
+28.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.5% | -6.8% |
| 7D | -5.5% | -14.5% | +8.9% | -5.9% |
| 30D | +17.5% | -32.0% | +49.5% | +16.6% |
| 3M | +1.6% | -15.8% | +17.4% | +1.4% |
| 6M | +16.3% | -36.6% | +52.9% | +15.8% |
| YTD | +25.3% | +30.9% | -5.6% | +25.4% |
| 1Y | +25.9% | +4.1% | +21.8% | +25.6% |
| All | +25.9% | -3.0% | +28.9% | +25.6% |
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