+4,208.2%
YUM vs LSCC
+583.0%
+3,625.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -2.0% | +1.3% | -3.4% | -2.2% |
| 30D | -1.1% | -9.7% | +8.6% | 0.0% |
| 3M | +1.8% | -23.7% | +25.5% | +4.2% |
| 6M | -4.7% | +26.5% | -31.2% | -9.1% |
| YTD | +0.6% | +57.5% | -56.9% | -7.0% |
| 1Y | +6.4% | +75.7% | -69.3% | -3.6% |
| 3Y | +22.6% | +19.5% | +3.1% | +12.2% |
| 5Y | +26.0% | +83.8% | -57.8% | +5.6% |
| 10Y | +174.6% | +1,772.4% | -1,597.8% | +61.8% |
| All | +4,208.2% | +583.0% | +3,625.1% | +1,819.6% |
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 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