+416.0%
LRCX vs WULF
-28.8%
+444.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 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% | -14.0% |
| 6M | +36.4% | +10.0% | +26.4% | +35.3% |
| YTD | +74.5% | +45.7% | +28.9% | +67.8% |
| 1Y | +159.4% | +57.3% | +102.1% | +145.9% |
| 3Y | +361.6% | +878.9% | -517.4% | +239.0% |
| All | +416.0% | -28.8% | +444.8% | +275.9% |
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