+3.5%
LYV vs WOLF
+44.0%
-40.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.1% |
| 7D | -1.9% | -8.6% | +6.6% | -1.7% |
| 30D | -8.2% | -18.3% | +10.1% | -7.6% |
| 3M | -1.3% | -43.1% | +41.8% | +0.5% |
| 6M | +2.6% | +42.4% | -39.8% | -3.4% |
| YTD | +19.4% | +48.9% | -29.5% | +11.7% |
| All | +3.5% | +44.0% | -40.5% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling