-22.1%
WULF vs LHX
-8.3%
-13.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.5% | -0.2% | -6.3% |
| 7D | -12.8% | -0.3% | -12.5% | -12.6% |
| 30D | -20.9% | +9.7% | -30.5% | -21.2% |
| 3M | -38.0% | -8.5% | -29.5% | -36.7% |
| 6M | -47.5% | -15.1% | -32.4% | -45.5% |
| YTD | +1.8% | -10.4% | +12.3% | -1.8% |
| 1Y | -22.1% | -9.3% | -12.8% | -26.2% |
| All | -22.1% | -8.3% | -13.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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