+223.3%
HOOD vs LHX
+18.9%
+204.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | -7.8% | -4.3% | -3.6% | -6.5% |
| 30D | +18.6% | -15.1% | +33.7% | +24.8% |
| 3M | +22.1% | -21.0% | +43.0% | +31.1% |
| 6M | +43.1% | -32.0% | +75.0% | +61.4% |
| YTD | -0.5% | -15.3% | +14.9% | +5.1% |
| 1Y | -4.4% | -11.1% | +6.7% | -0.5% |
| 3Y | +938.5% | +54.0% | +884.5% | +831.4% |
| 5Y | +173.4% | +17.1% | +156.3% | +131.0% |
| All | +223.3% | +18.9% | +204.4% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling