-20.8%
LVS vs WOLF
+44.0%
-64.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.5% |
| 7D | -3.5% | -8.6% | +5.1% | -3.5% |
| 30D | -6.2% | -18.3% | +12.0% | -6.2% |
| 3M | -14.8% | -43.1% | +28.3% | -14.8% |
| 6M | -20.9% | +42.4% | -63.3% | -24.1% |
| YTD | -33.0% | +48.9% | -81.9% | -35.9% |
| All | -20.8% | +44.0% | -64.8% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling