+551.8%
LITE vs WULF
+78.8%
+473.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.5% |
| 7D | +13.6% | +15.6% | -2.0% | +7.9% |
| 30D | +21.6% | +5.7% | +15.8% | +19.6% |
| 3M | +20.3% | -32.3% | +52.6% | +32.6% |
| 6M | +54.4% | +23.7% | +30.7% | +47.7% |
| YTD | +168.3% | +49.1% | +119.2% | +141.0% |
| 1Y | +551.8% | +66.3% | +485.5% | +559.3% |
| All | +551.8% | +78.8% | +473.0% | +559.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling