-38.8%
HOOD vs LII
-28.0%
-10.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.7% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -26.4% | -0.6% | -25.8% | -26.3% |
| 3M | -14.3% | -17.0% | +2.7% | -11.7% |
| 6M | +3.9% | -31.1% | +35.1% | +8.5% |
| YTD | -28.1% | -27.7% | -0.4% | -29.4% |
| 1Y | -38.8% | -26.2% | -12.7% | -40.4% |
| All | -38.8% | -28.0% | -10.8% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling