+892.2%
WULF vs LII
+2.8%
+889.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.5% | +9.1% |
| 7D | +21.9% | +2.1% | +19.8% | +20.3% |
| 30D | +4.6% | -12.4% | +17.0% | +14.1% |
| 3M | -30.9% | -24.8% | -6.1% | -19.0% |
| 6M | +29.9% | -25.2% | +55.1% | +53.4% |
| YTD | +55.4% | -20.3% | +75.7% | +74.2% |
| 1Y | +94.1% | -32.9% | +127.1% | +144.1% |
| 3Y | +892.2% | +2.0% | +890.2% | +811.4% |
| All | +892.2% | +2.8% | +889.5% | +811.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling