+222.0%
LHX vs YUM
+171.3%
+50.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -4.3% | -6.1% | +1.8% | -2.1% |
| 30D | -15.1% | -5.8% | -9.3% | -13.4% |
| 3M | -21.0% | -7.6% | -13.3% | -19.1% |
| 6M | -32.0% | -9.1% | -22.8% | -30.1% |
| YTD | -15.3% | -5.5% | -9.8% | -14.3% |
| 1Y | -11.1% | -3.7% | -7.3% | -10.9% |
| 3Y | +54.0% | +17.8% | +36.2% | +40.8% |
| 5Y | +17.1% | +19.3% | -2.1% | +5.2% |
| All | +222.0% | +171.3% | +50.7% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling