+86.1%
WULF vs LHX
-4.2%
+90.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +7.6% | -2.0% | +9.5% | +7.8% |
| 30D | -8.6% | -9.9% | +1.3% | -7.7% |
| 3M | -37.0% | -16.5% | -20.5% | -35.3% |
| 6M | +7.4% | -29.6% | +37.0% | +20.3% |
| YTD | +43.7% | -11.6% | +55.3% | +48.3% |
| 1Y | +86.1% | -4.1% | +90.2% | +108.6% |
| All | +86.1% | -4.2% | +90.3% | +108.6% |
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