+2,110.5%
LHX vs YUM
+4,000.0%
-1,889.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -4.3% | -6.1% | +1.8% | -2.4% |
| 30D | -15.1% | -5.8% | -9.3% | -13.6% |
| 3M | -21.0% | -7.6% | -13.3% | -19.3% |
| 6M | -32.0% | -9.1% | -22.8% | -30.3% |
| YTD | -15.3% | -5.5% | -9.8% | -14.4% |
| 1Y | -11.1% | -3.7% | -7.3% | -10.8% |
| 3Y | +54.0% | +17.8% | +36.2% | +43.3% |
| 5Y | +17.1% | +19.3% | -2.1% | +7.4% |
| 10Y | +225.8% | +170.7% | +55.1% | +126.8% |
| All | +2,110.5% | +4,000.0% | -1,889.4% | +617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling