The Lenovo Yoga 3 Pro uses a Core M 5Y70 / 5Y71 CPU. That is a low power CPU which also has low performance; lower than a 5th gen Core i3 CPU. The integrated Intel HD 5300 is less powerful than the Intel HD 4400 found in 4th gen Intel CPUs, but more powerful than the Intel HD 4000 in 3rd gen Intel CPUs. It is considered weaker than the old nVidia GT 420m.
The Spectre X360 has the Core i5-5200u which is more powerful than the Core M CPU and the Intel HD 5500 GPU is more powerful than the Intel HD 4400; probably by 15% - 20% on average. It's performance is between the nVidia 720m and 710m, but closer to the 710m. For an integrated graphics core the Intel HD 5500 is not bad, but compared to a decent dedicated GPU it is weak.
The nVidia 940m in the ThinkPad Yoga 14 is considered a decent GPU that is capable of playing a lot of games at 1366x768 with medium settings with decent performance. It should be capable of playing some slightly older games at 1600x900 with medium settings and possibly even at 1920x1080 with low or medium settings. The Intel HD 5500 cannot even compete against the 940m.
If you have relatively low expectation, you can use the Intel HD 5500 to play games. I setup Skyrim on a friend's laptop that only has an Intel HD 4400. I basically got it to run at 1600x900 at about 30 FPS with medium settings, but I disabled shadows and anti-aliasing. Lowering the resolution to 1366x768 gave him 40 FPS, but he preferred to play it at 1600x900 resolution.