+86.1%
WULF vs LCID
-71.9%
+158.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | +7.6% | -6.6% | +14.1% | +9.9% |
| 30D | -8.6% | -30.1% | +21.5% | +2.6% |
| 3M | -37.0% | -17.6% | -19.4% | -36.4% |
| 6M | +7.4% | -54.4% | +61.8% | +43.9% |
| YTD | +43.7% | -55.7% | +99.4% | +95.8% |
| 1Y | +86.1% | -71.0% | +157.2% | +198.2% |
| All | +86.1% | -71.9% | +158.0% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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