+231.1%
HOOD vs LHX
+21.3%
+209.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | +7.7% | -3.7% | +11.5% | +9.1% |
| 30D | +22.0% | -13.2% | +35.1% | +27.4% |
| 3M | +37.6% | -18.4% | +56.0% | +46.3% |
| 6M | +45.3% | -32.0% | +77.2% | +63.8% |
| YTD | +1.9% | -13.6% | +15.6% | +6.9% |
| 1Y | -2.7% | -6.0% | +3.2% | -0.4% |
| 3Y | +973.4% | +57.9% | +915.4% | +855.5% |
| 5Y | +179.3% | +19.2% | +160.0% | +133.8% |
| All | +231.1% | +21.3% | +209.8% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling