+412.1%
LIN vs YUM
+210.1%
+202.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.0% | +2.0% | 0.0% | +1.0% |
| 30D | +7.9% | +10.6% | -2.8% | +2.6% |
| 3M | +6.3% | +10.8% | -4.5% | +0.6% |
| 6M | +6.5% | +6.5% | 0.0% | +2.4% |
| YTD | +23.6% | +7.5% | +16.1% | +17.6% |
| 1Y | +25.7% | +10.2% | +15.6% | +18.0% |
| 3Y | +35.6% | +34.8% | +0.8% | +12.4% |
| 5Y | +65.9% | +40.0% | +25.8% | +33.5% |
| 10Y | +412.1% | +212.0% | +200.0% | +178.3% |
| All | +412.1% | +210.1% | +202.0% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 10y: compounded portfolio wealth divided by compounded YUM 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…
10y analysis · Full analysis span regression · 6 months rolling