+25.7%
YUM vs LSCC
+85.6%
-60.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.7% | +5.2% | -6.9% | -2.0% |
| 30D | -0.8% | -9.6% | +8.8% | -0.1% |
| 3M | +1.5% | -17.8% | +19.2% | +2.4% |
| 6M | -6.1% | +37.4% | -43.5% | -10.0% |
| YTD | -0.2% | +59.7% | -59.9% | -6.2% |
| 1Y | +2.5% | +76.2% | -73.8% | -5.2% |
| 3Y | +24.6% | +28.2% | -3.6% | +17.4% |
| 5Y | +25.7% | +87.2% | -61.6% | 0.0% |
| All | +25.7% | +85.6% | -60.0% | 0.0% |
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 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