+1,009.8%
LITE vs WULF
-30.0%
+1,039.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.2% | +2.9% | +9.9% |
| 7D | +12.6% | +21.9% | -9.3% | +9.6% |
| 30D | +9.9% | +4.6% | +5.4% | +9.5% |
| 3M | +9.3% | -30.9% | +40.2% | +14.5% |
| 6M | +75.2% | +29.9% | +45.3% | +69.8% |
| YTD | +165.5% | +55.4% | +110.0% | +149.7% |
| 1Y | +555.0% | +94.1% | +460.8% | +496.6% |
| 3Y | +1,870.5% | +892.2% | +978.2% | +1,321.9% |
| 5Y | +1,009.8% | -26.7% | +1,036.6% | +661.7% |
| All | +1,009.8% | -30.0% | +1,039.8% | +661.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling