+86.1%
WULF vs LSCC
+72.9%
+13.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.4% |
| 7D | +7.6% | +1.3% | +6.2% | +6.6% |
| 30D | -8.6% | -9.7% | +1.0% | -2.0% |
| 3M | -37.0% | -23.7% | -13.3% | -25.8% |
| 6M | +7.4% | +26.5% | -19.1% | -4.0% |
| YTD | +43.7% | +57.5% | -13.8% | +12.4% |
| 1Y | +86.1% | +75.7% | +10.4% | +45.5% |
| All | +86.1% | +72.9% | +13.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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