+3,344.5%
LITE vs WULF
+1.4%
+3,343.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.9% |
| 7D | -13.9% | +0.2% | -14.1% | -13.7% |
| 30D | -46.9% | -8.8% | -38.1% | -46.3% |
| 3M | -28.0% | -22.5% | -5.6% | -25.9% |
| 6M | -35.2% | -46.3% | +11.1% | -31.1% |
| YTD | +58.9% | +9.3% | +49.6% | +58.4% |
| 1Y | +125.3% | -12.2% | +137.5% | +128.3% |
| 3Y | +1,344.4% | +1,181.6% | +162.8% | +1,110.5% |
| 5Y | +541.2% | -55.4% | +596.6% | +424.5% |
| 10Y | +1,587.5% | +34.1% | +1,553.5% | +1,366.1% |
| All | +3,344.5% | +1.4% | +3,343.1% | +2,987.7% |
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 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