+54.0%
LHX vs YUM
+17.9%
+36.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -4.3% | -6.1% | +1.8% | -3.1% |
| 30D | -15.1% | -5.8% | -9.3% | -14.2% |
| 3M | -21.0% | -7.6% | -13.3% | -19.9% |
| 6M | -32.0% | -9.1% | -22.8% | -30.9% |
| YTD | -15.3% | -5.5% | -9.8% | -14.8% |
| 1Y | -11.1% | -3.7% | -7.3% | -11.0% |
| 3Y | +54.0% | +17.8% | +36.2% | +45.9% |
| All | +54.0% | +17.9% | +36.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling