+1,111.4%
YUM vs LYV
+1,446.8%
-335.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -1.9% | -4.1% | -5.7% |
| 30D | -5.8% | -8.2% | +2.4% | -4.1% |
| 3M | -7.6% | -1.3% | -6.4% | -7.5% |
| 6M | -9.1% | +2.6% | -11.8% | -10.1% |
| YTD | -5.5% | +19.4% | -24.9% | -9.9% |
| 1Y | -3.7% | -2.2% | -1.5% | -4.2% |
| 3Y | +17.8% | +106.0% | -88.2% | -2.6% |
| 5Y | +19.3% | +97.7% | -78.4% | -3.4% |
| 10Y | +170.7% | +560.5% | -389.8% | +55.2% |
| All | +1,111.4% | +1,446.8% | -335.4% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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