+82.7%
WULF vs LHX
+227.8%
-145.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +4.0% |
| 7D | +1.4% | -4.3% | +5.6% | +2.5% |
| 30D | -2.6% | -15.1% | +12.5% | +1.4% |
| 3M | -34.0% | -21.0% | -13.0% | -30.4% |
| 6M | +10.0% | -32.0% | +42.0% | +21.1% |
| YTD | +45.7% | -15.3% | +61.0% | +51.0% |
| 1Y | +57.3% | -11.1% | +68.4% | +60.5% |
| 3Y | +878.9% | +54.0% | +824.9% | +770.4% |
| 5Y | -28.3% | +17.1% | -45.4% | -33.7% |
| All | +82.7% | +227.8% | -145.2% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling