+133.6%
HOOD vs LH
+60.0%
+73.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +3.8% | +2.5% | +1.3% | +2.4% |
| 30D | -26.4% | +18.7% | -45.1% | -33.2% |
| 3M | -14.3% | +15.3% | -29.6% | -21.1% |
| 6M | +3.9% | +45.4% | -41.4% | -17.7% |
| YTD | -28.1% | +49.5% | -77.6% | -44.4% |
| 1Y | -38.8% | +41.4% | -80.2% | -51.1% |
| 3Y | +888.5% | +87.6% | +800.8% | +550.1% |
| 5Y | +131.0% | +53.8% | +77.3% | +58.7% |
| All | +133.6% | +60.0% | +73.6% | +62.1% |
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