+3,549.0%
LRCX vs WULF
+82.7%
+3,466.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -8.6% | -2.6% | -5.9% | -8.4% |
| 3M | -17.7% | -34.0% | +16.3% | -14.9% |
| 6M | +36.4% | +10.0% | +26.4% | +35.6% |
| YTD | +74.5% | +45.7% | +28.9% | +69.4% |
| 1Y | +159.4% | +57.3% | +102.1% | +149.2% |
| 3Y | +361.6% | +878.9% | -517.4% | +268.2% |
| 5Y | +425.2% | -28.3% | +453.6% | +319.6% |
| All | +3,549.0% | +82.7% | +3,466.4% | +2,850.0% |
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