+165.5%
YUM vs LNT
+148.3%
+17.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -1.0% | -5.0% | -5.6% |
| 30D | -5.8% | -4.2% | -1.6% | -4.1% |
| 3M | -7.6% | -6.7% | -1.0% | -4.9% |
| 6M | -9.1% | -3.6% | -5.6% | -7.9% |
| YTD | -5.5% | +5.9% | -11.4% | -8.1% |
| 1Y | -3.7% | +7.3% | -11.0% | -6.9% |
| 3Y | +17.8% | +46.5% | -28.7% | -1.5% |
| 5Y | +19.3% | +32.5% | -13.2% | +2.7% |
| All | +165.5% | +148.3% | +17.2% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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