+23.7%
YUM vs LTH
+150.5%
-126.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -4.0% | -2.1% | -5.5% |
| 30D | -5.8% | -5.3% | -0.5% | -5.2% |
| 3M | -7.6% | +19.0% | -26.6% | -9.9% |
| 6M | -9.1% | +55.8% | -64.9% | -15.0% |
| YTD | -5.5% | +56.1% | -61.7% | -11.8% |
| 1Y | -3.7% | +41.3% | -45.0% | -9.0% |
| 3Y | +17.8% | +156.6% | -138.8% | +0.8% |
| All | +23.7% | +150.5% | -126.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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