+26.7%
YUM vs LDOS
+45.2%
-18.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.0% | -5.4% | +3.4% | -1.3% |
| 30D | -1.1% | +4.9% | -6.0% | -2.0% |
| 3M | +1.8% | +7.2% | -5.4% | +0.3% |
| 6M | -4.7% | -24.2% | +19.5% | -0.9% |
| YTD | +0.6% | -25.8% | +26.4% | +4.5% |
| 1Y | +6.4% | -24.7% | +31.1% | +10.3% |
| 3Y | +22.6% | +39.3% | -16.7% | +9.0% |
| All | +26.7% | +45.2% | -18.6% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling