+83.2%
WULF vs LDOS
+495.0%
-411.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.3% | +15.1% | +13.0% |
| 7D | -3.1% | -7.2% | +4.1% | -2.6% |
| 30D | -21.0% | +16.8% | -37.9% | -22.5% |
| 3M | -35.5% | -1.6% | -33.9% | -35.7% |
| 6M | -55.8% | -1.0% | -54.8% | -56.0% |
| YTD | -1.0% | -25.8% | +24.7% | +1.7% |
| 1Y | -20.4% | -31.1% | +10.7% | -17.4% |
| 3Y | +972.6% | +32.8% | +939.8% | +946.4% |
| 5Y | -54.5% | +49.4% | -103.8% | -56.2% |
| 10Y | +23.7% | +253.9% | -230.2% | +14.8% |
| All | +83.2% | +495.0% | -411.8% | +53.9% |
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