+945.5%
HOOD vs LHX
+55.8%
+889.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.1% | -4.8% | -4.3% | -7.4% |
| 30D | +20.1% | -12.7% | +32.8% | +26.4% |
| 3M | +31.2% | -17.6% | +48.9% | +40.9% |
| 6M | +44.3% | -30.7% | +75.0% | +66.6% |
| YTD | +0.2% | -14.3% | +14.6% | +6.8% |
| 1Y | -3.5% | -8.4% | +4.9% | +0.4% |
| All | +945.5% | +55.8% | +889.7% | +820.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling