+18.7%
LHX vs YUM
+19.0%
-0.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -4.3% | -6.1% | +1.8% | -2.9% |
| 30D | -15.1% | -5.8% | -9.3% | -14.1% |
| 3M | -21.0% | -7.6% | -13.3% | -19.8% |
| 6M | -32.0% | -9.1% | -22.8% | -30.8% |
| YTD | -15.3% | -5.5% | -9.8% | -14.7% |
| 1Y | -11.1% | -3.7% | -7.3% | -10.9% |
| 3Y | +54.0% | +17.8% | +36.2% | +46.3% |
| All | +18.7% | +19.0% | -0.3% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling