+1,654.8%
WULF vs LMT
+5,978.9%
-4,324.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -5.9% |
| 7D | -0.6% | -0.5% | 0.0% | -0.5% |
| 30D | -3.6% | -10.8% | +7.1% | -2.8% |
| 3M | -30.4% | +1.6% | -32.0% | -30.6% |
| 6M | +12.5% | -17.6% | +30.0% | +14.0% |
| YTD | +40.5% | +11.6% | +28.9% | +38.9% |
| 1Y | +53.0% | +17.2% | +35.8% | +50.7% |
| 3Y | +796.7% | +35.7% | +760.9% | +763.7% |
| 5Y | -30.9% | +75.2% | -106.1% | -35.5% |
| 10Y | +76.1% | +190.1% | -114.0% | +57.0% |
| All | +1,654.8% | +5,978.9% | -4,324.2% | +1,703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling