+178.9%
YUM vs LDOS
+258.9%
-80.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | -3.6% | -4.2% | +0.7% | -2.4% |
| 30D | +0.4% | -7.9% | +8.3% | +2.5% |
| 3M | -3.8% | +4.1% | -7.9% | -5.7% |
| 6M | -8.3% | -28.2% | +19.9% | -0.1% |
| YTD | -2.6% | -28.5% | +25.9% | +5.4% |
| 1Y | +1.5% | -27.7% | +29.2% | +9.3% |
| 3Y | +21.6% | +38.4% | -16.8% | +1.9% |
| 5Y | +23.5% | +38.0% | -14.5% | +1.5% |
| 10Y | +178.9% | +262.1% | -83.1% | +75.5% |
| All | +178.9% | +258.9% | -80.0% | +75.5% |
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