+127.0%
HOOD vs LH
+63.0%
+64.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.5% | +2.2% |
| 7D | -0.6% | +4.6% | -5.2% | -3.0% |
| 30D | -23.6% | +19.1% | -42.7% | -31.0% |
| 3M | -10.7% | +16.7% | -27.4% | -18.5% |
| 6M | +8.2% | +47.0% | -38.9% | -15.4% |
| YTD | -26.3% | +49.3% | -75.6% | -43.4% |
| 1Y | -36.1% | +48.6% | -84.7% | -50.9% |
| 3Y | +950.7% | +87.8% | +862.9% | +581.3% |
| 5Y | +127.0% | +65.0% | +62.0% | +45.2% |
| All | +127.0% | +63.0% | +64.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling