+6.4%
LVS vs YUM
+19.0%
-12.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.8% |
| 7D | -3.5% | -6.1% | +2.6% | +0.3% |
| 30D | -6.2% | -5.8% | -0.4% | -2.9% |
| 3M | -14.8% | -7.6% | -7.2% | -11.1% |
| 6M | -20.9% | -9.1% | -11.7% | -17.0% |
| YTD | -33.0% | -5.5% | -27.5% | -32.1% |
| 1Y | -20.0% | -3.7% | -16.3% | -20.5% |
| 3Y | -6.9% | +17.8% | -24.7% | -24.7% |
| All | +6.4% | +19.0% | -12.6% | -23.1% |
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 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