+23.7%
WULF vs LH
+20.2%
+3.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.2% |
| 7D | +15.6% | -3.2% | +18.8% | +15.1% |
| 30D | +5.7% | +0.1% | +5.6% | +5.8% |
| 3M | -32.3% | +18.6% | -50.9% | -28.5% |
| 6M | +23.7% | +17.9% | +5.8% | +34.2% |
| All | +23.7% | +20.2% | +3.5% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling