-22.1%
WULF vs LNG
+42.0%
-64.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.2% | -0.5% | -8.8% |
| 7D | -12.8% | -1.9% | -10.9% | -12.7% |
| 30D | -20.9% | +6.2% | -27.1% | -17.8% |
| 3M | -38.0% | +13.7% | -51.8% | -33.8% |
| 6M | -47.5% | +7.5% | -55.0% | -43.9% |
| YTD | +1.8% | +51.3% | -49.5% | +1.7% |
| 1Y | -22.1% | +42.6% | -64.7% | -24.8% |
| All | -22.1% | +42.0% | -64.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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