+232.7%
LITE vs YUM
+15.9%
+216.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.9% | -13.8% | -3.5% |
| 7D | -31.4% | +10.8% | -42.2% | -25.9% |
| 30D | -42.6% | +21.4% | -64.0% | -34.3% |
| 3M | -26.2% | +13.2% | -39.4% | -19.0% |
| 6M | -35.8% | +8.8% | -44.6% | -29.6% |
| YTD | +70.0% | +11.5% | +58.5% | +92.9% |
| 1Y | +232.7% | +13.4% | +219.4% | +290.7% |
| All | +232.7% | +15.9% | +216.8% | +290.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling