+1,262.8%
LITE vs YUM
+35.5%
+1,227.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.6% | +5.0% |
| 7D | -35.9% | +3.7% | -39.6% | -35.3% |
| 30D | -51.5% | +14.8% | -66.3% | -50.3% |
| 3M | -35.7% | +6.4% | -42.1% | -34.8% |
| 6M | -43.0% | +4.3% | -47.3% | -41.9% |
| YTD | +46.1% | +8.1% | +38.0% | +47.9% |
| 1Y | +124.7% | +11.3% | +113.4% | +126.7% |
| All | +1,262.8% | +35.5% | +1,227.3% | +1,090.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling