+3,187.5%
YUM vs LII
+2,817.4%
+370.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | +10.0% | +0.9% | +9.1% | +9.6% |
| 3M | +7.5% | -15.5% | +23.0% | +11.4% |
| 6M | +8.8% | -30.2% | +39.0% | +16.4% |
| YTD | +8.2% | -26.8% | +35.0% | +13.8% |
| 1Y | +9.8% | -25.3% | +35.1% | +14.9% |
| 3Y | +36.4% | -7.8% | +44.2% | +32.6% |
| 5Y | +41.7% | +17.0% | +24.7% | +27.6% |
| 10Y | +217.5% | +169.9% | +47.6% | +132.5% |
| All | +3,187.5% | +2,817.4% | +370.1% | +1,529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling