-24.7%
WULF vs LNG
+228.1%
-252.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -4.7% | +6.1% | +2.5% |
| 30D | -2.6% | +3.8% | -6.4% | -4.0% |
| 3M | -34.0% | +16.2% | -50.1% | -37.3% |
| 6M | +10.0% | +11.7% | -1.7% | +3.9% |
| YTD | +45.7% | +44.2% | +1.5% | +24.5% |
| 1Y | +57.3% | +18.6% | +38.8% | +44.5% |
| 3Y | +878.9% | +77.4% | +801.5% | +708.2% |
| All | -24.7% | +228.1% | -252.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling