+29.6%
LUV vs YUM
+5.7%
+23.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.7% |
| 7D | +0.4% | -2.0% | +2.5% | +1.1% |
| 30D | -18.4% | -1.1% | -17.3% | -18.0% |
| 3M | -3.2% | +1.8% | -5.0% | -4.5% |
| 6M | -14.8% | -4.7% | -10.1% | -13.5% |
| YTD | -2.9% | +0.6% | -3.4% | -3.0% |
| 1Y | +29.6% | +6.4% | +23.2% | +28.7% |
| All | +29.6% | +5.7% | +23.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling