+25.7%
YUM vs LDOS
+41.1%
-15.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -1.7% | -7.1% | +5.5% | -0.7% |
| 30D | -0.8% | -6.1% | +5.2% | -0.1% |
| 3M | +1.5% | +5.6% | -4.2% | +0.1% |
| 6M | -6.1% | -26.9% | +20.8% | -1.8% |
| YTD | -0.2% | -27.9% | +27.7% | +4.1% |
| 1Y | +2.5% | -26.8% | +29.3% | +6.7% |
| 3Y | +24.6% | +39.6% | -15.0% | +10.3% |
| 5Y | +25.7% | +39.4% | -13.7% | +9.9% |
| All | +25.7% | +41.1% | -15.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LDOS 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling