+215.3%
WULF vs LVS
+65.2%
+150.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | +15.6% | -2.7% | +18.3% | +16.0% |
| 30D | +5.7% | -4.7% | +10.4% | +6.3% |
| 3M | -32.3% | -15.6% | -16.7% | -30.9% |
| 6M | +23.7% | -18.6% | +42.3% | +26.9% |
| YTD | +49.1% | -32.3% | +81.4% | +56.4% |
| 1Y | +66.3% | -18.0% | +84.3% | +69.8% |
| 3Y | +851.7% | -5.8% | +857.5% | +851.8% |
| 5Y | -30.9% | +5.7% | -36.7% | -31.7% |
| 10Y | +86.9% | 0.0% | +86.9% | +82.4% |
| All | +215.3% | +65.2% | +150.0% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling