-22.1%
WULF vs LDOS
-27.6%
+5.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.5% |
| 7D | -12.8% | -2.8% | -10.0% | -13.2% |
| 30D | -20.9% | +13.6% | -34.5% | -20.5% |
| 3M | -38.0% | +4.2% | -42.3% | -38.1% |
| 6M | -47.5% | -8.2% | -39.3% | -43.7% |
| YTD | +1.8% | -24.1% | +25.9% | +13.3% |
| 1Y | -22.1% | -31.2% | +9.2% | -2.5% |
| All | -22.1% | -27.6% | +5.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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