+1,149.5%
WULF vs LTH
+241.8%
+907.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.3% |
| 7D | +11.0% | -1.3% | +12.3% | +11.6% |
| 30D | +9.4% | +15.7% | -6.3% | +0.2% |
| 3M | -22.6% | +5.0% | -27.6% | -25.6% |
| 6M | -45.4% | +37.7% | -83.1% | -56.4% |
| YTD | +9.8% | +75.0% | -65.2% | -25.1% |
| 1Y | +8.0% | +82.6% | -74.6% | -28.4% |
| 3Y | +1,149.5% | +241.3% | +908.2% | +562.4% |
| All | +1,149.5% | +241.8% | +907.7% | +562.4% |
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