+26.4%
YUM vs LTH
+150.3%
-124.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -5.2% | -3.7% | -1.5% | -4.7% |
| 30D | -0.1% | -5.3% | +5.2% | +0.6% |
| 3M | -4.3% | +24.2% | -28.5% | -7.2% |
| 6M | -8.7% | +54.8% | -63.6% | -14.5% |
| YTD | -3.5% | +56.1% | -59.6% | -9.9% |
| 1Y | +0.5% | +45.5% | -45.1% | -5.4% |
| 3Y | +20.5% | +155.9% | -135.4% | +3.2% |
| All | +26.4% | +150.3% | -124.0% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling