+13.4%
YUM vs LH
+44.2%
-30.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +4.8% |
| 7D | +10.8% | +2.1% | +8.7% | +10.1% |
| 30D | +21.4% | +19.2% | +2.3% | +15.9% |
| 3M | +13.2% | +18.0% | -4.8% | +8.2% |
| 6M | +8.8% | +46.1% | -37.3% | -1.7% |
| YTD | +11.5% | +47.7% | -36.1% | -2.0% |
| 1Y | +13.4% | +47.2% | -33.9% | -0.3% |
| All | +13.4% | +44.2% | -30.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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