-22.0%
LPLA vs WOLF
+52.0%
-74.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -3.0% |
| 7D | -2.8% | +30.2% | -33.0% | -2.5% |
| 30D | -10.2% | -7.2% | -2.9% | -10.1% |
| 3M | -22.3% | -16.4% | -5.9% | -22.3% |
| 6M | -0.5% | -50.7% | +50.2% | -0.4% |
| YTD | -17.9% | +52.3% | -70.1% | -19.4% |
| 1Y | -22.0% | +35.6% | -57.6% | -22.9% |
| All | -22.0% | +52.0% | -74.0% | -22.9% |
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