-70.4%
LYFT vs YUM
+19.0%
-89.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.3% |
| 7D | -8.4% | -6.1% | -2.3% | -4.6% |
| 30D | -7.6% | -5.8% | -1.8% | -4.1% |
| 3M | +11.7% | -7.6% | +19.4% | +16.4% |
| 6M | +15.1% | -9.1% | +24.3% | +20.6% |
| YTD | -20.9% | -5.5% | -15.4% | -20.2% |
| 1Y | -16.4% | -3.7% | -12.7% | -17.8% |
| 3Y | +35.2% | +17.8% | +17.4% | +5.3% |
| All | -70.4% | +19.0% | -89.4% | -78.7% |
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 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