+1,149.5%
WULF vs LII
-8.2%
+1,157.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.9% |
| 7D | +11.0% | +2.9% | +8.1% | +9.2% |
| 30D | +9.4% | +0.9% | +8.4% | +6.5% |
| 3M | -22.6% | -15.5% | -7.1% | -15.4% |
| 6M | -45.4% | -30.2% | -15.2% | -34.1% |
| YTD | +9.8% | -26.8% | +36.7% | +27.5% |
| 1Y | +8.0% | -25.3% | +33.3% | +24.0% |
| 3Y | +1,149.5% | -7.8% | +1,157.3% | +1,125.8% |
| All | +1,149.5% | -8.2% | +1,157.7% | +1,125.8% |
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 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