+6.4%
YUM vs LSCC
+72.9%
-66.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.1% |
| 7D | -2.0% | +1.3% | -3.4% | -2.0% |
| 30D | -1.1% | -9.7% | +8.6% | -1.6% |
| 3M | +1.8% | -23.7% | +25.5% | +0.5% |
| 6M | -4.7% | +26.5% | -31.2% | -3.6% |
| YTD | +0.6% | +57.5% | -56.9% | +4.8% |
| 1Y | +6.4% | +75.7% | -69.3% | +12.3% |
| All | +6.4% | +72.9% | -66.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling