Vance, Louis Joseph: the Lone Wolf (1914), v1
 

A youth from nowhere becomes The Lone Wolf, the most most accomplished and daring burglar ever known.

In this, his first adventure, we read of his troubled childhood, and his daring early escapades, in the years shortly before WW1.

There are several Lone Wolf novels, which take place in real time; ie, he grows older, at about the same rate as the real world, rather than remain timeless.