+123.6%
HOOD vs LII
+13.6%
+110.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.9% |
| 7D | -3.8% | +2.9% | -6.7% | -5.2% |
| 30D | -23.0% | +0.9% | -23.9% | -23.7% |
| 3M | -21.6% | -15.5% | -6.1% | -14.8% |
| 6M | +1.4% | -30.2% | +31.7% | +18.2% |
| YTD | -31.2% | -26.8% | -4.3% | -24.3% |
| 1Y | -35.9% | -25.3% | -10.7% | -30.6% |
| 3Y | +836.9% | -7.8% | +844.7% | +731.0% |
| 5Y | +121.1% | +17.0% | +104.2% | +27.9% |
| All | +123.6% | +13.6% | +110.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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