+42.6%
WULF vs LSCC
+1,486.2%
-1,443.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.4% | -4.0% | +1.8% |
| 7D | +14.2% | +14.5% | -0.3% | +8.1% |
| 30D | -0.1% | -0.1% | 0.0% | +0.6% |
| 3M | -20.2% | -2.7% | -17.6% | -18.6% |
| 6M | -42.8% | -4.8% | -38.0% | -40.8% |
| YTD | +16.3% | +66.9% | -50.6% | -4.4% |
| 1Y | +8.0% | +85.8% | -77.8% | -14.8% |
| 3Y | +1,263.3% | +115.6% | +1,147.7% | +885.0% |
| 5Y | -53.5% | +48.8% | -102.3% | -64.7% |
| All | +42.6% | +1,486.2% | -1,443.6% | -1.0% |
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