+3,344.5%
LITE vs YUM
+208.1%
+3,136.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | +2.0% | -15.9% | -14.6% |
| 30D | -46.9% | +10.6% | -57.6% | -48.8% |
| 3M | -28.0% | +10.8% | -38.8% | -30.9% |
| 6M | -35.2% | +6.5% | -41.7% | -37.6% |
| YTD | +58.9% | +7.5% | +51.4% | +51.5% |
| 1Y | +125.3% | +10.2% | +115.2% | +112.3% |
| 3Y | +1,344.4% | +34.8% | +1,309.6% | +1,127.4% |
| 5Y | +541.2% | +40.0% | +501.1% | +432.7% |
| 10Y | +1,587.5% | +212.0% | +1,375.5% | +988.9% |
| All | +3,344.5% | +208.1% | +3,136.4% | +2,147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling