+3,406.8%
LITE vs WULF
-0.1%
+3,406.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.9% | +1.8% | +9.8% |
| 7D | -12.9% | +13.2% | -26.1% | -13.9% |
| 30D | -46.0% | -10.1% | -35.9% | -45.2% |
| 3M | -33.0% | -27.5% | -5.5% | -30.6% |
| 6M | -34.0% | -47.1% | +13.0% | -29.8% |
| YTD | +61.7% | +7.7% | +54.0% | +61.5% |
| 1Y | +148.3% | -11.2% | +159.5% | +151.5% |
| 3Y | +1,408.5% | +1,217.0% | +191.5% | +1,164.4% |
| 5Y | +546.2% | -57.0% | +603.2% | +429.2% |
| 10Y | +1,533.3% | +32.0% | +1,501.3% | +1,321.3% |
| All | +3,406.8% | -0.1% | +3,406.9% | +3,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling