+133.6%
HOOD vs LEN
-4.3%
+137.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | +0.1% |
| 7D | -5.1% | +0.7% | -5.7% | -5.5% |
| 30D | -25.4% | +13.0% | -38.4% | -30.3% |
| 3M | -14.0% | +1.9% | -15.9% | -15.9% |
| 6M | +5.6% | -0.7% | +6.3% | +3.1% |
| YTD | -28.1% | -13.8% | -14.3% | -26.0% |
| 1Y | -40.1% | -28.1% | -12.1% | -32.3% |
| 3Y | +888.2% | -22.8% | +911.1% | +859.0% |
| 5Y | +135.8% | -7.4% | +143.2% | +70.8% |
| All | +133.6% | -4.3% | +137.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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