+86.1%
WULF vs LYV
+6.6%
+79.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +3.0% |
| 7D | +7.6% | -4.5% | +12.0% | +10.2% |
| 30D | -8.6% | -5.5% | -3.2% | -5.8% |
| 3M | -37.0% | +7.8% | -44.7% | -41.3% |
| 6M | +7.4% | +9.4% | -2.0% | -0.6% |
| YTD | +43.7% | +21.8% | +21.9% | +22.1% |
| 1Y | +86.1% | +6.5% | +79.7% | +67.9% |
| All | +86.1% | +6.6% | +79.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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