+80.7%
YUM vs LCID
-95.5%
+176.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -1.7% | +1.8% | -3.4% | -1.7% |
| 30D | -0.8% | -34.2% | +33.4% | +0.5% |
| 3M | +1.5% | -9.1% | +10.6% | +1.1% |
| 6M | -6.1% | -52.6% | +46.5% | -4.3% |
| YTD | -0.2% | -56.2% | +56.0% | +1.8% |
| 1Y | +2.5% | -74.9% | +77.4% | +6.8% |
| 3Y | +24.6% | -92.1% | +116.7% | +32.9% |
| 5Y | +25.7% | -97.6% | +123.2% | +37.7% |
| All | +80.7% | -95.5% | +176.2% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling