+3.9%
LNT vs WOLF
+44.0%
-40.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | -1.0% | -8.6% | +7.5% | -1.0% |
| 30D | -4.2% | -18.3% | +14.0% | -4.2% |
| 3M | -6.7% | -43.1% | +36.4% | -6.5% |
| 6M | -3.6% | +42.4% | -46.0% | -4.6% |
| YTD | +5.9% | +48.9% | -43.0% | +4.7% |
| All | +3.9% | +44.0% | -40.1% | +2.6% |
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