+901.8%
WULF vs LTH
+155.4%
+746.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | +15.6% | -4.0% | +19.6% | +18.1% |
| 30D | +5.7% | -1.7% | +7.4% | +6.4% |
| 3M | -32.3% | +28.0% | -60.3% | -42.8% |
| 6M | +23.7% | +54.1% | -30.4% | -6.7% |
| YTD | +49.1% | +57.1% | -8.0% | +10.8% |
| 1Y | +66.3% | +45.8% | +20.5% | +28.0% |
| All | +901.8% | +155.4% | +746.4% | +510.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling