-26.7%
WULF vs LSCC
+85.6%
-112.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.8% | +7.3% |
| 7D | +21.9% | +5.2% | +16.7% | +18.1% |
| 30D | +4.6% | -9.6% | +14.2% | +11.9% |
| 3M | -30.9% | -17.8% | -13.2% | -21.6% |
| 6M | +29.9% | +37.4% | -7.5% | +6.5% |
| YTD | +55.4% | +59.7% | -4.2% | +14.1% |
| 1Y | +94.1% | +76.2% | +17.9% | +32.1% |
| 3Y | +892.2% | +28.2% | +864.0% | +658.8% |
| 5Y | -26.7% | +87.2% | -114.0% | -61.5% |
| All | -26.7% | +85.6% | -112.4% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling