-22.1%
WULF vs LH
+44.2%
-66.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.9% | -10.5% | -6.6% |
| 7D | -12.8% | +2.1% | -14.9% | -12.7% |
| 30D | -20.9% | +19.2% | -40.1% | -20.4% |
| 3M | -38.0% | +18.0% | -56.0% | -37.6% |
| 6M | -47.5% | +46.1% | -93.6% | -45.7% |
| YTD | +1.8% | +47.7% | -45.9% | +8.6% |
| 1Y | -22.1% | +47.2% | -69.3% | -16.3% |
| All | -22.1% | +44.2% | -66.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling