+2,080.1%
LLY vs YUM
+215.4%
+1,864.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.9% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +19.6% | +10.0% | +9.6% | +16.5% |
| 3M | +19.7% | +7.5% | +12.2% | +17.2% |
| 6M | +42.7% | +8.8% | +33.9% | +38.9% |
| YTD | +35.1% | +8.2% | +26.9% | +31.4% |
| 1Y | +42.2% | +9.8% | +32.3% | +37.7% |
| 3Y | +140.8% | +36.4% | +104.3% | +118.0% |
| 5Y | +480.6% | +41.7% | +438.9% | +415.5% |
| All | +2,080.1% | +215.4% | +1,864.7% | +1,691.7% |
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 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