+0.5%
YUM vs LSCC
+72.6%
-72.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.9% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -0.1% | -9.5% | +9.4% | -0.6% |
| 3M | -4.3% | -13.8% | +9.5% | -5.0% |
| 6M | -8.7% | +24.5% | -33.2% | -7.7% |
| YTD | -3.5% | +55.1% | -58.6% | +0.6% |
| 1Y | +0.5% | +72.5% | -72.0% | +5.6% |
| All | +0.5% | +72.6% | -72.1% | +5.6% |
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