+42.6%
WULF vs LDOS
+241.3%
-198.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +6.7% |
| 7D | +14.2% | -1.3% | +15.5% | +14.3% |
| 30D | -0.1% | +10.1% | -10.2% | -1.9% |
| 3M | -20.2% | -4.7% | -15.6% | -20.2% |
| 6M | -42.8% | +5.6% | -48.4% | -43.9% |
| YTD | +16.3% | -25.1% | +41.4% | +21.5% |
| 1Y | +8.0% | -31.7% | +39.7% | +15.0% |
| 3Y | +1,263.3% | +33.7% | +1,229.6% | +1,210.5% |
| 5Y | -53.5% | +54.4% | -107.9% | -56.3% |
| 10Y | +42.6% | +236.4% | -193.8% | +35.5% |
| All | +42.6% | +241.3% | -198.7% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling