+165.5%
YUM vs LH
+183.3%
-17.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | -6.1% | -4.7% | -1.4% | -4.4% |
| 30D | -5.8% | -3.5% | -2.3% | -4.7% |
| 3M | -7.6% | +17.7% | -25.3% | -13.1% |
| 6M | -9.1% | +15.8% | -24.9% | -14.2% |
| YTD | -5.5% | +25.1% | -30.6% | -13.5% |
| 1Y | -3.7% | +12.5% | -16.2% | -8.5% |
| 3Y | +17.8% | +59.8% | -42.0% | -3.7% |
| 5Y | +19.3% | +27.1% | -7.8% | +4.8% |
| All | +165.5% | +183.3% | -17.7% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling