+901.8%
WULF vs LCID
-92.8%
+994.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -1.1% |
| 7D | +15.6% | -9.3% | +24.9% | +19.8% |
| 30D | +5.7% | -35.4% | +41.1% | +24.4% |
| 3M | -32.3% | -17.1% | -15.2% | -32.4% |
| 6M | +23.7% | -58.9% | +82.6% | +63.3% |
| YTD | +49.1% | -59.6% | +108.7% | +97.9% |
| 1Y | +66.3% | -78.0% | +144.3% | +179.6% |
| All | +901.8% | -92.8% | +994.6% | +2,448.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling