+139.3%
HOOD vs LII
+12.8%
+126.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.8% |
| 7D | -0.6% | -1.2% | +0.6% | +0.1% |
| 30D | -23.6% | -2.0% | -21.6% | -23.1% |
| 3M | -10.7% | -20.2% | +9.5% | -0.1% |
| 6M | +8.2% | -32.5% | +40.7% | +28.5% |
| YTD | -26.3% | -27.4% | +1.0% | -18.6% |
| 1Y | -36.1% | -28.2% | -7.9% | -29.0% |
| 3Y | +950.7% | -7.2% | +957.9% | +827.0% |
| 5Y | +127.0% | +19.9% | +107.1% | +34.3% |
| All | +139.3% | +12.8% | +126.5% | +22.7% |
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