+66.3%
WULF vs LII
-33.3%
+99.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -2.8% |
| 7D | +15.6% | +0.5% | +15.1% | +15.4% |
| 30D | +5.7% | -11.2% | +17.0% | +12.5% |
| 3M | -32.3% | -28.8% | -3.5% | -20.5% |
| 6M | +23.7% | -26.9% | +50.6% | +42.0% |
| YTD | +49.1% | -22.2% | +71.3% | +65.8% |
| 1Y | +66.3% | -32.0% | +98.3% | +84.8% |
| All | +66.3% | -33.3% | +99.7% | +84.8% |
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