-53.5%
WULF vs LII
+20.3%
-73.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +5.8% |
| 7D | +14.2% | -2.3% | +16.5% | +16.3% |
| 30D | -0.1% | -1.7% | +1.6% | -1.1% |
| 3M | -20.2% | -18.3% | -2.0% | -9.6% |
| 6M | -42.8% | -32.3% | -10.5% | -27.5% |
| YTD | +16.3% | -27.1% | +43.4% | +37.8% |
| 1Y | +8.0% | -27.2% | +35.2% | +28.3% |
| 3Y | +1,263.3% | -8.9% | +1,272.2% | +1,141.9% |
| 5Y | -53.5% | +19.7% | -73.2% | -65.3% |
| All | -53.5% | +20.3% | -73.8% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling