+213.6%
YUM vs LII
+166.1%
+47.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +8.4% | -0.6% | +8.9% | +8.3% |
| 3M | +6.5% | -17.0% | +23.5% | +11.5% |
| 6M | +5.3% | -31.1% | +36.4% | +14.1% |
| YTD | +6.9% | -27.7% | +34.5% | +13.2% |
| 1Y | +8.7% | -26.2% | +34.9% | +14.4% |
| 3Y | +34.1% | -9.6% | +43.7% | +26.1% |
| 5Y | +39.9% | +15.7% | +24.3% | +17.1% |
| All | +213.6% | +166.1% | +47.5% | +99.1% |
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