+86.1%
WULF vs LVS
-18.2%
+104.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +7.6% | -1.5% | +9.0% | +8.0% |
| 30D | -8.6% | -3.2% | -5.4% | -8.0% |
| 3M | -37.0% | -12.0% | -25.0% | -34.7% |
| 6M | +7.4% | -19.9% | +27.3% | +13.2% |
| YTD | +43.7% | -30.6% | +74.3% | +52.9% |
| 1Y | +86.1% | -17.7% | +103.9% | +99.1% |
| All | +86.1% | -18.2% | +104.3% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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