+1,217.0%
WULF vs LSCC
+104.5%
+1,112.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.4% | +0.4% | +3.4% |
| 7D | +13.2% | +19.3% | -6.2% | +2.2% |
| 30D | -10.1% | -9.6% | -0.4% | -3.5% |
| 3M | -27.5% | -12.4% | -15.1% | -20.7% |
| 6M | -47.1% | -10.5% | -36.6% | -42.9% |
| YTD | +7.7% | +54.8% | -47.0% | -16.5% |
| 1Y | -11.2% | +79.4% | -90.6% | -36.7% |
| 3Y | +1,217.0% | +109.6% | +1,107.4% | +700.1% |
| All | +1,217.0% | +104.5% | +1,112.5% | +700.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling