+140.8%
LLY vs YUM
+36.2%
+104.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.6% |
| 3M | +19.7% | +7.5% | +12.2% | +17.4% |
| 6M | +42.7% | +8.8% | +33.9% | +39.2% |
| YTD | +35.1% | +8.2% | +26.9% | +31.7% |
| 1Y | +42.2% | +9.8% | +32.3% | +38.0% |
| 3Y | +140.8% | +36.4% | +104.3% | +127.8% |
| All | +140.8% | +36.2% | +104.5% | +127.8% |
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