+4,502.8%
YUM vs LSCC
+623.5%
+3,879.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -1.2% |
| 7D | -3.7% | +14.5% | -18.1% | -5.4% |
| 30D | +9.2% | -0.1% | +9.2% | +8.5% |
| 3M | +11.2% | -2.7% | +13.9% | +10.5% |
| 6M | +7.7% | -4.8% | +12.5% | +6.2% |
| YTD | +7.5% | +66.9% | -59.4% | -2.2% |
| 1Y | +8.3% | +85.8% | -77.5% | -2.9% |
| 3Y | +34.8% | +115.6% | -80.8% | +13.6% |
| 5Y | +41.6% | +48.8% | -7.2% | +21.2% |
| 10Y | +215.3% | +1,490.3% | -1,275.0% | +88.6% |
| All | +4,502.8% | +623.5% | +3,879.3% | +1,919.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling