-9.3%
LHX vs YUM
+15.9%
-25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.9% | -12.4% | -7.2% |
| 7D | -0.3% | +10.8% | -11.1% | -1.9% |
| 30D | +9.7% | +21.4% | -11.8% | +6.5% |
| 3M | -8.5% | +13.2% | -21.7% | -10.4% |
| 6M | -15.1% | +8.8% | -23.9% | -16.4% |
| YTD | -10.4% | +11.5% | -22.0% | -13.2% |
| 1Y | -9.3% | +13.4% | -22.7% | -12.4% |
| All | -9.3% | +15.9% | -25.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling