+2.3%
LPLA vs WOLF
+39.8%
-37.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.7% | +7.1% | -0.6% |
| 7D | -3.7% | -6.2% | +2.6% | -3.6% |
| 30D | -6.4% | -16.5% | +10.1% | -6.3% |
| 3M | +20.2% | -42.0% | +62.2% | +20.3% |
| 6M | +12.8% | +51.8% | -39.0% | +8.9% |
| YTD | -2.5% | +44.6% | -47.1% | -5.6% |
| All | +2.3% | +39.8% | -37.5% | -0.2% |
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