Use Wallpaper Engine ($3.99 on Steam) for the best performance and lowest CPU usage. If you want a free alternative, Lively Wallpaper (available on the Microsoft Store) allows you to turn any YouTube link or video file into a background. On Mobile:

Here is how you can find and set up the best versions for your devices:

Excellent for finding vertical versions specifically tailored for iPhone and Android lock screens. How to Set It Up