+197.8%
WULF vs LPLA
+1,273.0%
-1,075.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +15.6% | -1.5% | +17.1% | +16.0% |
| 30D | +5.7% | -6.0% | +11.7% | +7.2% |
| 3M | -32.3% | +21.4% | -53.7% | -35.9% |
| 6M | +23.7% | +12.1% | +11.6% | +19.0% |
| YTD | +49.1% | -1.8% | +50.9% | +48.8% |
| 1Y | +66.3% | +3.2% | +63.1% | +64.2% |
| 3Y | +851.7% | +45.9% | +805.7% | +790.5% |
| 5Y | -30.9% | +144.7% | -175.6% | -39.8% |
| 10Y | +86.9% | +1,222.4% | -1,135.5% | +50.5% |
| All | +197.8% | +1,273.0% | -1,075.2% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling