-26.6%
WULF vs LCID
-97.9%
+71.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -0.9% |
| 7D | +15.6% | -9.3% | +24.9% | +20.1% |
| 30D | +5.7% | -35.4% | +41.1% | +26.0% |
| 3M | -32.3% | -17.1% | -15.2% | -32.4% |
| 6M | +23.7% | -58.9% | +82.6% | +64.1% |
| YTD | +49.1% | -59.6% | +108.7% | +98.9% |
| 1Y | +66.3% | -78.0% | +144.3% | +184.3% |
| 3Y | +851.7% | -92.7% | +944.4% | +2,156.3% |
| All | -26.6% | -97.9% | +71.2% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling