+222.1%
LNG vs YUM
+19.0%
+203.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -4.7% | -6.1% | +1.4% | -3.8% |
| 30D | +3.8% | -5.8% | +9.6% | +4.7% |
| 3M | +16.2% | -7.6% | +23.8% | +17.4% |
| 6M | +11.7% | -9.1% | +20.8% | +12.9% |
| YTD | +44.2% | -5.5% | +49.7% | +44.4% |
| 1Y | +18.6% | -3.7% | +22.3% | +18.1% |
| 3Y | +77.4% | +17.8% | +59.6% | +69.0% |
| All | +222.1% | +19.0% | +203.1% | +192.8% |
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 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