+878.9%
WULF vs LHX
+54.0%
+825.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +4.1% |
| 7D | +1.4% | -4.3% | +5.6% | +3.0% |
| 30D | -2.6% | -15.1% | +12.5% | +3.1% |
| 3M | -34.0% | -21.0% | -13.0% | -28.5% |
| 6M | +10.0% | -32.0% | +42.0% | +29.4% |
| YTD | +45.7% | -15.3% | +61.0% | +52.3% |
| 1Y | +57.3% | -11.1% | +68.4% | +59.0% |
| 3Y | +878.9% | +54.0% | +824.9% | +646.0% |
| All | +878.9% | +54.0% | +825.0% | +646.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling