+1,720.0%
WULF vs LHX
+4,791.1%
-3,071.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +3.8% |
| 7D | +1.4% | -4.3% | +5.6% | +1.9% |
| 30D | -2.6% | -15.1% | +12.5% | -0.8% |
| 3M | -34.0% | -21.0% | -13.0% | -32.4% |
| 6M | +10.0% | -32.0% | +42.0% | +14.7% |
| YTD | +45.7% | -15.3% | +61.0% | +48.1% |
| 1Y | +57.3% | -11.1% | +68.4% | +58.9% |
| 3Y | +878.9% | +54.0% | +824.9% | +831.7% |
| 5Y | -28.3% | +17.1% | -45.4% | -30.2% |
| 10Y | +82.7% | +225.8% | -143.1% | +62.6% |
| All | +1,720.0% | +4,791.1% | -3,071.1% | +1,459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling