-36.1%
HOOD vs LHX
-8.3%
-27.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +4.0% |
| 7D | -4.4% | -0.3% | -4.1% | -4.7% |
| 30D | -23.4% | +9.7% | -33.0% | -26.5% |
| 3M | -6.5% | -8.5% | +2.0% | -3.1% |
| 6M | +14.2% | -15.1% | +29.3% | +22.8% |
| YTD | -22.7% | -10.4% | -12.3% | -21.9% |
| 1Y | -36.1% | -9.3% | -26.8% | -35.5% |
| All | -36.1% | -8.3% | -27.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling