+390.7%
LLY vs YUM
+21.6%
+369.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -3.2% | -5.2% | +2.0% | -1.7% |
| 30D | -7.4% | -0.1% | -7.3% | -7.5% |
| 3M | -1.0% | -4.3% | +3.2% | 0.0% |
| 6M | +12.5% | -8.7% | +21.2% | +15.0% |
| YTD | +5.0% | -3.5% | +8.5% | +5.5% |
| 1Y | +49.8% | +0.5% | +49.3% | +48.2% |
| 3Y | +95.5% | +20.5% | +75.0% | +82.0% |
| 5Y | +390.7% | +21.8% | +368.8% | +355.3% |
| All | +390.7% | +21.6% | +369.0% | +355.3% |
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