+632.8%
LYB vs YUM
+524.4%
+108.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.2% |
| 7D | +0.3% | -6.1% | +6.3% | +3.7% |
| 30D | +2.5% | -5.8% | +8.3% | +5.6% |
| 3M | +1.4% | -7.6% | +9.0% | +4.7% |
| 6M | -3.5% | -9.1% | +5.7% | -0.4% |
| YTD | +52.0% | -5.5% | +57.5% | +52.9% |
| 1Y | +22.1% | -3.7% | +25.8% | +20.8% |
| 3Y | -22.8% | +17.8% | -40.6% | -33.4% |
| 5Y | -3.4% | +19.3% | -22.6% | -18.6% |
| 10Y | +47.4% | +170.7% | -123.4% | -23.6% |
| All | +632.8% | +524.4% | +108.5% | +76.6% |
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