+94.0%
WULF vs LDOS
+260.1%
-166.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.0% | +8.6% |
| 7D | +21.9% | -7.1% | +29.1% | +23.3% |
| 30D | +4.6% | -6.1% | +10.6% | +5.4% |
| 3M | -30.9% | +5.6% | -36.6% | -32.0% |
| 6M | +29.9% | -26.9% | +56.8% | +36.9% |
| YTD | +55.4% | -27.9% | +83.4% | +64.2% |
| 1Y | +94.1% | -26.8% | +120.9% | +104.4% |
| 3Y | +892.2% | +39.6% | +852.6% | +855.2% |
| 5Y | -26.7% | +39.4% | -66.1% | -30.1% |
| 10Y | +94.0% | +260.0% | -166.0% | +80.6% |
| All | +94.0% | +260.1% | -166.1% | +80.6% |
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