+61.7%
LSCC vs WOLF
+57.5%
+4.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.6% |
| 7D | +1.3% | +9.7% | -8.4% | -1.0% |
| 30D | -9.7% | +12.5% | -22.2% | -13.1% |
| 3M | -23.7% | -57.7% | +34.0% | -10.6% |
| 6M | +26.5% | +37.7% | -11.2% | +9.4% |
| YTD | +57.5% | +62.8% | -5.3% | +30.7% |
| All | +61.7% | +57.5% | +4.2% | +35.4% |
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