+1,762.4%
WULF vs LH
+1,124.6%
+637.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | +15.6% | -3.2% | +18.8% | +15.8% |
| 30D | +5.7% | +0.1% | +5.6% | +5.7% |
| 3M | -32.3% | +18.6% | -50.9% | -33.1% |
| 6M | +23.7% | +17.9% | +5.8% | +22.3% |
| YTD | +49.1% | +28.9% | +20.1% | +46.6% |
| 1Y | +66.3% | +16.6% | +49.7% | +64.4% |
| 3Y | +851.7% | +63.6% | +788.1% | +825.1% |
| 5Y | -30.9% | +30.0% | -60.9% | -32.6% |
| 10Y | +86.9% | +191.9% | -105.0% | +81.9% |
| All | +1,762.4% | +1,124.6% | +637.8% | +1,771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling