+5.9%
LPLA vs WOLF
+57.5%
-51.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -0.3% |
| 7D | -3.1% | +9.7% | -12.7% | -3.1% |
| 30D | -0.1% | +12.5% | -12.6% | -0.1% |
| 3M | +23.2% | -57.7% | +80.9% | +24.1% |
| 6M | +15.5% | +37.7% | -22.1% | +12.5% |
| YTD | +0.9% | +62.8% | -61.9% | -2.3% |
| All | +5.9% | +57.5% | -51.6% | +3.2% |
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 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