+123.6%
HOOD vs LH
+59.2%
+64.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -3.8% | +1.1% | -4.8% | -4.3% |
| 30D | -23.0% | +16.7% | -39.7% | -29.4% |
| 3M | -21.6% | +15.1% | -36.7% | -27.8% |
| 6M | +1.4% | +46.3% | -44.9% | -20.0% |
| YTD | -31.2% | +48.8% | -79.9% | -46.6% |
| 1Y | -35.9% | +39.7% | -75.6% | -48.3% |
| 3Y | +836.9% | +87.0% | +749.9% | +517.3% |
| 5Y | +121.1% | +53.0% | +68.1% | +52.3% |
| All | +123.6% | +59.2% | +64.4% | +55.5% |
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