+39.2%
WULF vs LII
+166.1%
-126.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +29.4% | -0.2% | +29.6% | +29.5% |
| 30D | -1.3% | -0.6% | -0.7% | -2.3% |
| 3M | -24.1% | -17.0% | -7.2% | -18.4% |
| 6M | -42.8% | -31.1% | -11.7% | -33.6% |
| YTD | +13.5% | -27.7% | +41.2% | +28.8% |
| 1Y | +3.2% | -26.2% | +29.3% | +16.3% |
| 3Y | +1,230.6% | -9.6% | +1,240.2% | +1,298.4% |
| 5Y | -54.1% | +15.7% | -69.8% | -58.8% |
| All | +39.2% | +166.1% | -126.9% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling