+797.3%
WULF vs LDOS
+42.3%
+755.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +7.6% | -5.4% | +13.0% | +9.2% |
| 30D | -8.6% | +4.9% | -13.5% | -10.5% |
| 3M | -37.0% | +7.2% | -44.1% | -38.6% |
| 6M | +7.4% | -24.2% | +31.7% | +20.2% |
| YTD | +43.7% | -25.8% | +69.5% | +61.9% |
| 1Y | +86.1% | -24.7% | +110.8% | +107.4% |
| All | +797.3% | +42.3% | +755.0% | +675.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling