+166.0%
WULF vs LDOS
+494.7%
-328.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +7.6% | -5.4% | +13.0% | +8.2% |
| 30D | -8.6% | +4.9% | -13.5% | -9.3% |
| 3M | -37.0% | +7.2% | -44.1% | -37.7% |
| 6M | +7.4% | -24.2% | +31.7% | +10.5% |
| YTD | +43.7% | -25.8% | +69.5% | +48.2% |
| 1Y | +86.1% | -24.7% | +110.8% | +91.6% |
| 3Y | +733.8% | +39.3% | +694.6% | +713.4% |
| 5Y | -33.6% | +43.3% | -76.9% | -35.7% |
| 10Y | +76.1% | +278.6% | -202.5% | +63.4% |
| All | +166.0% | +494.7% | -328.8% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling