+41.6%
YUM vs LSCC
+50.4%
-8.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.6% |
| 7D | -3.7% | +14.5% | -18.1% | -4.5% |
| 30D | +9.2% | -0.1% | +9.2% | +9.0% |
| 3M | +11.2% | -2.7% | +13.9% | +11.0% |
| 6M | +7.7% | -4.8% | +12.5% | +6.8% |
| YTD | +7.5% | +66.9% | -59.4% | +0.4% |
| 1Y | +8.3% | +85.8% | -77.5% | +0.1% |
| 3Y | +34.8% | +115.6% | -80.8% | +17.1% |
| 5Y | +41.6% | +48.8% | -7.2% | +21.7% |
| All | +41.6% | +50.4% | -8.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling