+138.9%
WULF vs LYFT
-82.5%
+221.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.0% |
| 7D | +1.4% | -8.4% | +9.8% | +4.3% |
| 30D | -2.6% | -7.6% | +5.0% | -0.3% |
| 3M | -34.0% | +11.7% | -45.7% | -37.3% |
| 6M | +10.0% | +15.1% | -5.1% | +2.7% |
| YTD | +45.7% | -20.9% | +66.6% | +53.6% |
| 1Y | +57.3% | -16.4% | +73.7% | +59.7% |
| 3Y | +878.9% | +35.2% | +843.7% | +715.6% |
| 5Y | -28.3% | -69.4% | +41.1% | -28.8% |
| All | +138.9% | -82.5% | +221.3% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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