+630.6%
LUV vs YUM
+4,000.0%
-3,369.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | -1.0% | -6.1% | +5.1% | +1.3% |
| 30D | -12.4% | -5.8% | -6.5% | -10.6% |
| 3M | -11.0% | -7.6% | -3.4% | -8.8% |
| 6M | -5.0% | -9.1% | +4.2% | -2.1% |
| YTD | -3.8% | -5.5% | +1.7% | -2.3% |
| 1Y | +25.9% | -3.7% | +29.6% | +26.6% |
| 3Y | +42.2% | +17.8% | +24.4% | +32.0% |
| 5Y | -10.8% | +19.3% | -30.0% | -17.7% |
| 10Y | +19.0% | +170.7% | -151.7% | -17.7% |
| All | +630.6% | +4,000.0% | -3,369.3% | +121.1% |
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