+950.7%
HOOD vs LII
-8.9%
+959.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.1% |
| 30D | -23.6% | -2.0% | -21.6% | -23.2% |
| 3M | -10.7% | -20.2% | +9.5% | -2.5% |
| 6M | +8.2% | -32.5% | +40.7% | +23.6% |
| YTD | -26.3% | -27.4% | +1.0% | -20.9% |
| 1Y | -36.1% | -28.2% | -7.9% | -31.0% |
| 3Y | +950.7% | -7.2% | +957.9% | +952.4% |
| All | +950.7% | -8.9% | +959.6% | +952.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling