-22.1%
WULF vs LYV
+25.0%
-47.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -7.9% |
| 7D | -12.8% | +6.2% | -19.0% | -15.7% |
| 30D | -20.9% | +7.3% | -28.2% | -23.9% |
| 3M | -38.0% | -0.3% | -37.7% | -38.0% |
| 6M | -47.5% | +16.2% | -63.8% | -53.4% |
| YTD | +1.8% | +28.5% | -26.7% | -17.2% |
| 1Y | -22.1% | +21.5% | -43.6% | -36.9% |
| All | -22.1% | +25.0% | -47.0% | -36.9% |
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