+86.1%
WULF vs LNT
+8.1%
+78.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +7.6% | -0.1% | +7.6% | +7.5% |
| 30D | -8.6% | -3.2% | -5.5% | -9.5% |
| 3M | -37.0% | -4.1% | -32.9% | -39.1% |
| 6M | +7.4% | -4.6% | +12.0% | +4.2% |
| YTD | +43.7% | +7.0% | +36.7% | +41.1% |
| 1Y | +86.1% | +8.3% | +77.8% | +90.8% |
| All | +86.1% | +8.1% | +78.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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