+94.1%
WULF vs LDOS
-26.7%
+120.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.0% | +8.1% |
| 7D | +21.9% | -7.1% | +29.1% | +21.9% |
| 30D | +4.6% | -6.1% | +10.6% | +4.4% |
| 3M | -30.9% | +5.6% | -36.6% | -30.3% |
| 6M | +29.9% | -26.9% | +56.8% | +44.4% |
| YTD | +55.4% | -27.9% | +83.4% | +74.0% |
| 1Y | +94.1% | -26.8% | +120.9% | +110.2% |
| All | +94.1% | -26.7% | +120.9% | +110.2% |
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