+1,246.0%
WULF vs LSCC
+2,792.4%
-1,546.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.4% | +0.4% | +7.8% |
| 7D | +13.2% | +19.3% | -6.2% | +10.9% |
| 30D | -10.1% | -9.6% | -0.4% | -8.6% |
| 3M | -27.5% | -12.4% | -15.1% | -25.9% |
| 6M | -47.1% | -10.5% | -36.6% | -45.8% |
| YTD | +7.7% | +54.8% | -47.0% | +3.7% |
| 1Y | -11.2% | +79.4% | -90.6% | -15.8% |
| 3Y | +1,217.0% | +109.6% | +1,107.4% | +1,128.6% |
| 5Y | -57.0% | +40.4% | -97.4% | -59.0% |
| 10Y | +32.0% | +1,379.1% | -1,347.1% | +16.6% |
| All | +1,246.0% | +2,792.4% | -1,546.5% | +1,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling