+3.8%
LNT vs WOLF
+39.8%
-36.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.7% | +6.8% | -0.9% |
| 7D | -1.1% | -6.2% | +5.1% | -1.1% |
| 30D | -1.9% | -16.5% | +14.6% | -1.9% |
| 3M | -7.2% | -42.0% | +34.9% | -7.1% |
| 6M | -3.9% | +51.8% | -55.7% | -4.9% |
| YTD | +5.9% | +44.6% | -38.7% | +4.7% |
| All | +3.8% | +39.8% | -36.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling