+86.9%
WULF vs LSCC
+1,833.8%
-1,746.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | +15.6% | +1.4% | +14.2% | +15.0% |
| 30D | +5.7% | -10.0% | +15.8% | +10.8% |
| 3M | -32.3% | -16.1% | -16.2% | -26.6% |
| 6M | +23.7% | +27.4% | -3.7% | +13.7% |
| YTD | +49.1% | +56.9% | -7.8% | +25.6% |
| 1Y | +66.3% | +74.6% | -8.3% | +33.8% |
| 3Y | +851.7% | +26.0% | +825.7% | +715.7% |
| 5Y | -30.9% | +86.1% | -117.0% | -47.9% |
| 10Y | +86.9% | +1,830.6% | -1,743.7% | +24.9% |
| All | +86.9% | +1,833.8% | -1,746.9% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling