+972.6%
WULF vs LDOS
+32.3%
+940.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.3% | +15.1% | +13.2% |
| 7D | -3.1% | -7.2% | +4.1% | -2.1% |
| 30D | -21.0% | +16.8% | -37.9% | -24.6% |
| 3M | -35.5% | -1.6% | -33.9% | -36.0% |
| 6M | -55.8% | -1.0% | -54.8% | -55.9% |
| YTD | -1.0% | -25.8% | +24.7% | +11.0% |
| 1Y | -20.4% | -31.1% | +10.7% | -7.2% |
| 3Y | +972.6% | +32.8% | +939.8% | +563.2% |
| All | +972.6% | +32.3% | +940.4% | +563.2% |
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 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