+483.8%
LITE vs YUM
+40.6%
+443.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.6% | +6.0% |
| 7D | -35.9% | +3.7% | -39.6% | -36.3% |
| 30D | -51.5% | +14.8% | -66.3% | -52.6% |
| 3M | -35.7% | +6.4% | -42.1% | -36.5% |
| 6M | -43.0% | +4.3% | -47.3% | -43.7% |
| YTD | +46.1% | +8.1% | +38.0% | +41.4% |
| 1Y | +124.7% | +11.3% | +113.4% | +114.6% |
| 3Y | +1,172.1% | +35.1% | +1,136.9% | +956.3% |
| All | +483.8% | +40.6% | +443.2% | +351.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling