+210.6%
YUM vs LDOS
+262.7%
-52.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | +2.1% | -5.8% | +7.9% | +3.7% |
| 30D | +11.1% | +11.6% | -0.5% | +7.7% |
| 3M | +7.3% | -1.0% | +8.2% | +7.1% |
| 6M | +6.9% | +5.1% | +1.9% | +4.4% |
| YTD | +7.9% | -24.0% | +31.9% | +14.7% |
| 1Y | +10.0% | -30.3% | +40.3% | +20.0% |
| 3Y | +36.7% | +37.0% | -0.2% | +15.5% |
| 5Y | +40.2% | +53.4% | -13.2% | +11.2% |
| 10Y | +210.6% | +252.0% | -41.3% | +107.6% |
| All | +210.6% | +262.7% | -52.0% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling