+4,573.5%
LNG vs YUM
+4,000.0%
+573.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | -4.7% | -6.1% | +1.4% | -2.6% |
| 30D | +3.8% | -5.8% | +9.6% | +5.9% |
| 3M | +16.2% | -7.6% | +23.8% | +18.9% |
| 6M | +11.7% | -9.1% | +20.8% | +14.6% |
| YTD | +44.2% | -5.5% | +49.7% | +45.6% |
| 1Y | +18.6% | -3.7% | +22.3% | +18.4% |
| 3Y | +77.4% | +17.8% | +59.6% | +62.5% |
| 5Y | +232.3% | +19.3% | +213.0% | +199.4% |
| 10Y | +550.1% | +170.7% | +379.4% | +329.3% |
| All | +4,573.5% | +4,000.0% | +573.5% | +2,115.2% |
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