+878.9%
WULF vs LYV
+109.4%
+769.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -1.9% | +3.3% | +3.1% |
| 30D | -2.6% | -8.2% | +5.6% | +5.0% |
| 3M | -34.0% | -1.3% | -32.7% | -34.8% |
| 6M | +10.0% | +2.6% | +7.4% | +4.5% |
| YTD | +45.7% | +19.4% | +26.3% | +18.2% |
| 1Y | +57.3% | -2.2% | +59.6% | +55.7% |
| 3Y | +878.9% | +106.0% | +772.9% | +423.5% |
| All | +878.9% | +109.4% | +769.6% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling