+3,068.2%
LITE vs YUM
+209.9%
+2,858.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.6% | +6.5% |
| 7D | -35.9% | +3.7% | -39.6% | -36.8% |
| 30D | -51.5% | +14.8% | -66.3% | -53.7% |
| 3M | -35.7% | +6.4% | -42.1% | -37.4% |
| 6M | -43.0% | +4.3% | -47.3% | -44.7% |
| YTD | +46.1% | +8.1% | +38.0% | +39.1% |
| 1Y | +124.7% | +11.3% | +113.4% | +111.0% |
| 3Y | +1,172.1% | +35.1% | +1,136.9% | +981.2% |
| 5Y | +477.0% | +39.9% | +437.1% | +379.9% |
| 10Y | +1,465.7% | +221.9% | +1,243.8% | +905.2% |
| All | +3,068.2% | +209.9% | +2,858.3% | +1,964.1% |
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 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