+175.3%
HOOD vs LHX
+17.8%
+157.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.1% | -4.8% | -4.3% | -7.6% |
| 30D | +20.1% | -12.7% | +32.8% | +25.4% |
| 3M | +31.2% | -17.6% | +48.9% | +39.4% |
| 6M | +44.3% | -30.7% | +75.0% | +62.6% |
| YTD | +0.2% | -14.3% | +14.6% | +5.5% |
| 1Y | -3.5% | -8.4% | +4.9% | -0.5% |
| 3Y | +955.2% | +56.7% | +898.6% | +830.5% |
| 5Y | +175.3% | +18.5% | +156.8% | +133.0% |
| All | +175.3% | +17.8% | +157.4% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling