+1,568.0%
LITE vs WULF
+39.2%
+1,528.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.4% |
| 7D | +22.6% | +29.4% | -6.8% | +19.3% |
| 30D | -36.8% | -1.3% | -35.5% | -36.5% |
| 3M | -33.0% | -24.1% | -8.9% | -30.9% |
| 6M | -37.1% | -42.8% | +5.8% | -33.4% |
| YTD | +69.5% | +13.5% | +56.0% | +68.4% |
| 1Y | +146.1% | +3.2% | +142.9% | +146.4% |
| 3Y | +1,440.8% | +1,230.6% | +210.2% | +1,184.0% |
| 5Y | +580.4% | -54.1% | +634.6% | +450.1% |
| All | +1,568.0% | +39.2% | +1,528.8% | +1,331.3% |
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