-22.1%
WULF vs LTH
+84.0%
-106.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.3% | -13.0% | -8.4% |
| 7D | -12.8% | +9.9% | -22.7% | -15.3% |
| 30D | -20.9% | +18.3% | -39.2% | -25.0% |
| 3M | -38.0% | +5.9% | -44.0% | -39.1% |
| 6M | -47.5% | +80.3% | -127.8% | -61.7% |
| YTD | +1.8% | +78.3% | -76.5% | -25.4% |
| 1Y | -22.1% | +81.0% | -103.1% | -43.7% |
| All | -22.1% | +84.0% | -106.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling