-26.7%
WULF vs LDOS
+41.1%
-67.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.0% | +8.7% |
| 7D | +21.9% | -7.1% | +29.1% | +23.6% |
| 30D | +4.6% | -6.1% | +10.6% | +5.6% |
| 3M | -30.9% | +5.6% | -36.6% | -32.3% |
| 6M | +29.9% | -26.9% | +56.8% | +40.8% |
| YTD | +55.4% | -27.9% | +83.4% | +69.0% |
| 1Y | +94.1% | -26.8% | +120.9% | +109.9% |
| 3Y | +892.2% | +39.6% | +852.6% | +869.0% |
| 5Y | -26.7% | +39.4% | -66.1% | -29.0% |
| All | -26.7% | +41.1% | -67.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling