-22.1%
WULF vs LMT
+26.0%
-48.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.9% | +0.3% | -6.6% |
| 7D | -12.8% | -5.5% | -7.3% | -12.7% |
| 30D | -20.9% | +17.5% | -38.3% | -20.6% |
| 3M | -38.0% | +1.6% | -39.6% | -36.9% |
| 6M | -47.5% | +16.3% | -63.8% | -47.7% |
| YTD | +1.8% | +25.3% | -23.4% | -3.3% |
| 1Y | -22.1% | +25.9% | -47.9% | -27.0% |
| All | -22.1% | +26.0% | -48.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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