+4,070.4%
YUM vs LEN
+1,461.3%
+2,609.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | +0.4% | -5.7% | +6.0% | +1.6% |
| 3M | -3.8% | -12.2% | +8.4% | -1.4% |
| 6M | -8.3% | -18.3% | +10.0% | -4.8% |
| YTD | -2.6% | -20.2% | +17.6% | +1.3% |
| 1Y | +1.5% | -40.1% | +41.6% | +12.1% |
| 3Y | +21.6% | -26.2% | +47.8% | +25.6% |
| 5Y | +23.5% | -9.8% | +33.3% | +19.8% |
| 10Y | +178.9% | +109.1% | +69.8% | +112.8% |
| All | +4,070.4% | +1,461.3% | +2,609.1% | +1,494.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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