+878.9%
WULF vs LMT
+34.5%
+844.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -2.6% | -13.1% | +10.5% | -4.2% |
| 3M | -34.0% | -3.9% | -30.1% | -34.0% |
| 6M | +10.0% | -18.3% | +28.2% | +7.1% |
| YTD | +45.7% | +10.3% | +35.4% | +50.3% |
| 1Y | +57.3% | +14.2% | +43.1% | +64.5% |
| 3Y | +878.9% | +35.0% | +844.0% | +956.6% |
| All | +878.9% | +34.5% | +844.5% | +956.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling