+186.8%
LQD vs YUM
+1,904.7%
-1,717.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -1.1% | -6.1% | +5.0% | -0.9% |
| 30D | -1.3% | -5.8% | +4.5% | -1.1% |
| 3M | -3.2% | -7.6% | +4.4% | -3.0% |
| 6M | -2.1% | -9.1% | +7.0% | -1.9% |
| YTD | -2.4% | -5.5% | +3.2% | -2.2% |
| 1Y | -2.7% | -3.7% | +1.0% | -2.6% |
| 3Y | +14.2% | +17.8% | -3.6% | +13.5% |
| 5Y | -5.8% | +19.3% | -25.1% | -6.5% |
| 10Y | +22.2% | +170.7% | -148.5% | +19.9% |
| All | +186.8% | +1,904.7% | -1,717.9% | +185.7% |
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