+4,033.9%
YUM vs LH
+5,641.7%
-1,607.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.1% |
| 7D | -5.2% | -7.4% | +2.2% | -3.7% |
| 30D | -0.1% | -4.6% | +4.5% | +0.9% |
| 3M | -4.3% | +14.5% | -18.8% | -7.0% |
| 6M | -8.7% | +14.8% | -23.5% | -11.5% |
| YTD | -3.5% | +23.3% | -26.8% | -7.9% |
| 1Y | +0.5% | +13.6% | -13.1% | -2.6% |
| 3Y | +20.5% | +56.3% | -35.8% | +8.5% |
| 5Y | +21.8% | +25.2% | -3.4% | +13.9% |
| 10Y | +176.5% | +179.1% | -2.6% | +115.8% |
| All | +4,033.9% | +5,641.7% | -1,607.8% | +1,976.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling