+1,493.1%
LITE vs YUM
+215.4%
+1,277.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | +10.8% | +0.1% | +10.7% | +10.7% |
| 30D | -33.4% | +10.0% | -43.4% | -35.9% |
| 3M | -32.2% | +7.5% | -39.7% | -34.6% |
| 6M | -42.1% | +8.8% | -50.9% | -44.8% |
| YTD | +61.9% | +8.2% | +53.7% | +53.0% |
| 1Y | +163.0% | +9.8% | +153.2% | +146.4% |
| 3Y | +1,358.0% | +36.4% | +1,321.6% | +1,098.4% |
| 5Y | +549.9% | +41.7% | +508.2% | +419.2% |
| All | +1,493.1% | +215.4% | +1,277.7% | +614.0% |
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