+57.3%
WULF vs LCID
-78.4%
+135.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.4% |
| 7D | +1.4% | -9.8% | +11.2% | +4.9% |
| 30D | -2.6% | -35.5% | +32.9% | +12.2% |
| 3M | -34.0% | -18.4% | -15.6% | -34.3% |
| 6M | +10.0% | -60.5% | +70.5% | +57.3% |
| YTD | +45.7% | -60.1% | +105.8% | +107.1% |
| 1Y | +57.3% | -78.8% | +136.1% | +191.8% |
| All | +57.3% | -78.4% | +135.7% | +191.8% |
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 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