+35.5%
YUM vs LSCC
+118.1%
-82.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | 0.0% |
| 7D | -3.7% | +14.5% | -18.1% | -3.7% |
| 30D | +9.2% | -0.1% | +9.2% | +9.3% |
| 3M | +11.2% | -2.7% | +13.9% | +11.4% |
| 6M | +7.7% | -4.8% | +12.5% | +7.4% |
| YTD | +7.5% | +66.9% | -59.4% | +5.0% |
| 1Y | +8.3% | +85.8% | -77.5% | +5.4% |
| All | +35.5% | +118.1% | -82.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling