+1,762.4%
WULF vs LNT
+1,969.4%
-207.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.0% |
| 7D | +15.6% | +0.2% | +15.4% | +15.6% |
| 30D | +5.7% | -0.5% | +6.3% | +5.8% |
| 3M | -32.3% | -5.5% | -26.8% | -32.0% |
| 6M | +23.7% | -3.8% | +27.5% | +23.9% |
| YTD | +49.1% | +6.8% | +42.3% | +47.8% |
| 1Y | +66.3% | +9.3% | +57.0% | +64.4% |
| 3Y | +851.7% | +47.9% | +803.7% | +806.5% |
| 5Y | -30.9% | +31.6% | -62.5% | -33.8% |
| 10Y | +86.9% | +150.1% | -63.2% | +68.7% |
| All | +1,762.4% | +1,969.4% | -207.0% | +1,433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling