+36.4%
YUM vs LTH
+241.8%
-205.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +10.0% | +15.7% | -5.7% | +7.7% |
| 3M | +7.5% | +5.0% | +2.5% | +6.6% |
| 6M | +8.8% | +37.7% | -28.9% | +3.6% |
| YTD | +8.2% | +75.0% | -66.8% | -1.3% |
| 1Y | +9.8% | +82.6% | -72.8% | -0.6% |
| 3Y | +36.4% | +241.3% | -204.9% | +10.7% |
| All | +36.4% | +241.8% | -205.4% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling