-22.1%
WULF vs LBRT
-25.0%
+3.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -11.2% | +4.6% | -2.6% |
| 7D | -12.8% | -25.3% | +12.5% | -3.5% |
| 30D | -20.9% | -32.9% | +12.0% | -9.7% |
| 3M | -38.0% | -33.3% | -4.7% | -28.9% |
| 6M | -47.5% | -61.0% | +13.4% | -33.3% |
| YTD | +1.8% | -28.0% | +29.8% | -3.8% |
| 1Y | -22.1% | -21.5% | -0.5% | -29.5% |
| All | -22.1% | -25.0% | +3.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling