-16.5%
LPLA vs WOLF
-3.0%
-13.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.7% |
| 7D | +15.7% | -14.5% | +30.2% | +15.6% |
| 30D | -6.2% | -32.0% | +25.9% | -6.3% |
| 3M | -12.0% | -15.8% | +3.8% | -12.0% |
| 6M | -2.7% | -36.6% | +33.8% | -2.7% |
| YTD | -12.5% | +30.9% | -43.4% | -14.0% |
| 1Y | -16.5% | +4.1% | -20.6% | -17.7% |
| All | -16.5% | -3.0% | -13.5% | -17.7% |
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