+25.0%
YUM vs LDOS
+42.3%
-17.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -2.0% | -5.4% | +3.4% | -1.6% |
| 30D | -1.1% | +4.9% | -6.0% | -1.7% |
| 3M | +1.8% | +7.2% | -5.4% | +0.7% |
| 6M | -4.7% | -24.2% | +19.5% | -2.3% |
| YTD | +0.6% | -25.8% | +26.4% | +3.1% |
| 1Y | +6.4% | -24.7% | +31.1% | +9.1% |
| All | +25.0% | +42.3% | -17.3% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling