+193.0%
HOOD vs LH
+31.3%
+161.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.5% |
| 7D | +13.4% | -0.8% | +14.2% | +14.0% |
| 30D | +25.8% | +2.0% | +23.8% | +24.5% |
| 3M | +38.0% | +24.3% | +13.7% | +19.9% |
| 6M | +52.2% | +21.1% | +31.2% | +34.6% |
| YTD | +3.7% | +30.4% | -26.7% | -13.3% |
| 1Y | +0.1% | +18.4% | -18.3% | -11.2% |
| 3Y | +992.6% | +65.5% | +927.1% | +668.6% |
| 5Y | +193.0% | +29.9% | +163.1% | +118.3% |
| All | +193.0% | +31.3% | +161.7% | +118.3% |
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