+12.5%
WULF vs LVS
-20.9%
+33.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -4.9% |
| 7D | -0.6% | -4.3% | +3.7% | +1.6% |
| 30D | -3.6% | -6.8% | +3.2% | -0.6% |
| 3M | -30.4% | -15.6% | -14.8% | -22.9% |
| 6M | +12.5% | -20.6% | +33.1% | +26.0% |
| All | +12.5% | -20.9% | +33.4% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling