+2,502.5%
LITE vs WULF
+92.2%
+2,410.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.2% | +2.9% | +10.3% |
| 7D | +12.6% | +21.9% | -9.3% | +10.5% |
| 30D | +9.9% | +4.6% | +5.4% | +9.6% |
| 3M | +9.3% | -30.9% | +40.2% | +12.9% |
| 6M | +75.2% | +29.9% | +45.3% | +71.6% |
| YTD | +165.5% | +55.4% | +110.0% | +154.9% |
| 1Y | +555.0% | +94.1% | +460.8% | +515.9% |
| 3Y | +1,870.5% | +892.2% | +978.2% | +1,514.9% |
| 5Y | +1,009.8% | -26.7% | +1,036.6% | +769.4% |
| 10Y | +2,502.5% | +94.0% | +2,408.5% | +2,074.8% |
| All | +2,502.5% | +92.2% | +2,410.3% | +2,074.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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