+956.6%
YUM vs LDOS
+494.7%
+461.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.0% | -5.4% | +3.4% | -0.4% |
| 30D | -1.1% | +4.9% | -6.0% | -2.8% |
| 3M | +1.8% | +7.2% | -5.4% | -1.2% |
| 6M | -4.7% | -24.2% | +19.5% | +2.6% |
| YTD | +0.6% | -25.8% | +26.4% | +8.1% |
| 1Y | +6.4% | -24.7% | +31.1% | +13.8% |
| 3Y | +22.6% | +39.3% | -16.7% | +4.0% |
| 5Y | +26.0% | +43.3% | -17.4% | +3.8% |
| 10Y | +174.6% | +278.6% | -104.0% | +58.5% |
| All | +956.6% | +494.7% | +461.8% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling