+469.2%
WULF vs LCID
-95.9%
+565.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.4% |
| 7D | +1.4% | -9.8% | +11.2% | +5.2% |
| 30D | -2.6% | -35.5% | +32.9% | +13.6% |
| 3M | -34.0% | -18.4% | -15.6% | -33.4% |
| 6M | +10.0% | -60.5% | +70.5% | +42.9% |
| YTD | +45.7% | -60.1% | +105.8% | +88.6% |
| 1Y | +57.3% | -78.8% | +136.1% | +153.9% |
| 3Y | +878.9% | -92.8% | +971.7% | +1,964.8% |
| 5Y | -28.3% | -97.9% | +69.6% | +110.1% |
| All | +469.2% | -95.9% | +565.0% | +1,410.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling