-31.3%
WULF vs LTH
+156.3%
-187.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +9.9% | +9.1% |
| 7D | +21.9% | +1.5% | +20.4% | +20.7% |
| 30D | +4.6% | -3.1% | +7.6% | +6.1% |
| 3M | -30.9% | +28.1% | -59.1% | -41.0% |
| 6M | +29.9% | +67.4% | -37.5% | -4.8% |
| YTD | +55.4% | +59.8% | -4.3% | +16.8% |
| 1Y | +94.1% | +45.6% | +48.5% | +51.8% |
| 3Y | +892.2% | +162.0% | +730.2% | +466.1% |
| All | -31.3% | +156.3% | -187.6% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling