+86.1%
WULF vs LII
-28.2%
+114.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.1% |
| 7D | +7.6% | -0.7% | +8.3% | +8.0% |
| 30D | -8.6% | -12.6% | +4.0% | -2.3% |
| 3M | -37.0% | -24.4% | -12.5% | -28.9% |
| 6M | +7.4% | -28.7% | +36.1% | +22.9% |
| YTD | +43.7% | -19.1% | +62.8% | +57.3% |
| 1Y | +86.1% | -29.7% | +115.8% | +98.4% |
| All | +86.1% | -28.2% | +114.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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