+21.8%
YUM vs LCID
-97.9%
+119.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -5.2% | -9.1% | +3.9% | -4.8% |
| 30D | -0.1% | -37.6% | +37.5% | +1.7% |
| 3M | -4.3% | -11.1% | +6.8% | -4.7% |
| 6M | -8.7% | -59.2% | +50.5% | -6.0% |
| YTD | -3.5% | -60.5% | +57.0% | -0.7% |
| 1Y | +0.5% | -78.5% | +79.0% | +6.4% |
| 3Y | +20.5% | -92.8% | +113.4% | +31.3% |
| 5Y | +21.8% | -97.9% | +119.7% | +39.3% |
| All | +21.8% | -97.9% | +119.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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