+125.1%
HOOD vs LII
+12.5%
+112.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.8% | -7.5% | -8.8% |
| 7D | -14.4% | +0.2% | -14.6% | -14.4% |
| 30D | -30.0% | -4.6% | -25.4% | -28.5% |
| 3M | -15.5% | -21.7% | +6.1% | -4.5% |
| 6M | +1.8% | -32.8% | +34.6% | +21.2% |
| YTD | -30.7% | -27.5% | -3.2% | -23.4% |
| 1Y | -45.0% | -28.0% | -17.0% | -39.0% |
| 3Y | +709.0% | -7.2% | +716.2% | +613.4% |
| 5Y | +111.8% | +22.6% | +89.2% | +27.6% |
| All | +125.1% | +12.5% | +112.6% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling