+82.7%
WULF vs LVS
0.0%
+82.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +1.4% | -3.5% | +4.9% | +2.7% |
| 30D | -2.6% | -6.2% | +3.6% | -0.6% |
| 3M | -34.0% | -14.8% | -19.1% | -30.4% |
| 6M | +10.0% | -20.9% | +30.8% | +19.0% |
| YTD | +45.7% | -33.0% | +78.7% | +66.3% |
| 1Y | +57.3% | -20.0% | +77.3% | +67.1% |
| 3Y | +878.9% | -6.9% | +885.9% | +863.3% |
| 5Y | -28.3% | +9.1% | -37.4% | -32.5% |
| All | +82.7% | 0.0% | +82.6% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling