+348.7%
WULF vs LII
+3,124.4%
-2,775.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.5% |
| 7D | +7.6% | -0.7% | +8.3% | +7.8% |
| 30D | -8.6% | -12.6% | +4.0% | -6.3% |
| 3M | -37.0% | -24.4% | -12.5% | -33.8% |
| 6M | +7.4% | -28.7% | +36.1% | +14.3% |
| YTD | +43.7% | -19.1% | +62.8% | +49.5% |
| 1Y | +86.1% | -29.7% | +115.8% | +98.0% |
| 3Y | +733.8% | +4.8% | +729.1% | +745.1% |
| 5Y | -33.6% | +24.6% | -58.1% | -34.8% |
| 10Y | +76.1% | +169.2% | -93.1% | +61.1% |
| All | +348.7% | +3,124.4% | -2,775.6% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling