+369.0%
LIN vs YUM
+174.3%
+194.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.8% |
| 7D | -4.0% | -3.6% | -0.4% | -2.3% |
| 30D | -4.9% | +0.4% | -5.3% | -5.3% |
| 3M | -9.2% | -3.8% | -5.4% | -7.9% |
| 6M | -2.6% | -8.3% | +5.7% | +0.8% |
| YTD | +10.5% | -2.6% | +13.2% | +10.7% |
| 1Y | -0.1% | +1.5% | -1.6% | -2.4% |
| 3Y | +25.4% | +21.6% | +3.8% | +9.5% |
| 5Y | +59.7% | +23.5% | +36.2% | +37.2% |
| 10Y | +369.0% | +178.9% | +190.0% | +173.9% |
| All | +369.0% | +174.3% | +194.6% | +173.9% |
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