+165.5%
YUM vs LII
+165.8%
-0.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -6.1% | -6.3% | +0.2% | -4.4% |
| 30D | -5.8% | -13.0% | +7.2% | -2.4% |
| 3M | -7.6% | -29.0% | +21.4% | -0.2% |
| 6M | -9.1% | -27.7% | +18.5% | -3.1% |
| YTD | -5.5% | -24.2% | +18.7% | -0.9% |
| 1Y | -3.7% | -34.8% | +31.1% | +5.2% |
| 3Y | +17.8% | -4.2% | +22.0% | +8.9% |
| 5Y | +19.3% | +20.9% | -1.6% | -1.2% |
| All | +165.5% | +165.8% | -0.3% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling