+24.3%
LMT vs WOLF
+37.9%
-13.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -1.5% |
| 7D | +5.1% | +4.4% | +0.7% | +5.2% |
| 30D | +14.1% | +1.0% | +13.1% | +14.3% |
| 3M | +0.3% | -21.2% | +21.5% | +0.1% |
| 6M | +16.1% | -60.3% | +76.4% | +15.8% |
| YTD | +25.5% | +42.6% | -17.2% | +24.9% |
| 1Y | +34.1% | +36.5% | -2.4% | +33.3% |
| All | +24.3% | +37.9% | -13.7% | +23.2% |
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