+35.0%
LMT vs YUM
+17.9%
+17.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.2% | -6.1% | +5.9% | +0.8% |
| 30D | -13.1% | -5.8% | -7.2% | -12.3% |
| 3M | -3.9% | -7.6% | +3.8% | -2.7% |
| 6M | -18.3% | -9.1% | -9.1% | -17.2% |
| YTD | +10.3% | -5.5% | +15.9% | +10.9% |
| 1Y | +14.2% | -3.7% | +17.9% | +14.4% |
| 3Y | +35.0% | +17.8% | +17.2% | +31.0% |
| All | +35.0% | +17.9% | +17.1% | +31.0% |
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