+82.7%
WULF vs LPLA
+1,251.7%
-1,169.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -2.6% | -6.0% | +3.4% | -0.7% |
| 3M | -34.0% | +24.0% | -58.0% | -39.3% |
| 6M | +10.0% | +17.0% | -7.0% | +2.7% |
| YTD | +45.7% | -0.7% | +46.4% | +44.6% |
| 1Y | +57.3% | +2.1% | +55.2% | +54.9% |
| 3Y | +878.9% | +48.7% | +830.3% | +781.4% |
| 5Y | -28.3% | +151.2% | -179.5% | -42.2% |
| All | +82.7% | +1,251.7% | -1,169.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling