+1,915.5%
LMT vs YUM
+4,000.0%
-2,084.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -0.2% | -6.1% | +5.9% | +1.4% |
| 30D | -13.1% | -5.8% | -7.2% | -11.8% |
| 3M | -3.9% | -7.6% | +3.8% | -2.2% |
| 6M | -18.3% | -9.1% | -9.1% | -16.6% |
| YTD | +10.3% | -5.5% | +15.9% | +11.4% |
| 1Y | +14.2% | -3.7% | +17.9% | +14.5% |
| 3Y | +35.0% | +17.8% | +17.2% | +27.1% |
| 5Y | +73.2% | +19.3% | +54.0% | +60.9% |
| 10Y | +186.8% | +170.7% | +16.1% | +112.1% |
| All | +1,915.5% | +4,000.0% | -2,084.5% | +665.1% |
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