+250.7%
HOOD vs LII
+25.5%
+225.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.7% |
| 7D | +17.1% | -0.7% | +17.8% | +17.7% |
| 30D | +31.6% | -12.6% | +44.2% | +41.0% |
| 3M | +38.2% | -24.4% | +62.7% | +55.5% |
| 6M | +48.5% | -28.7% | +77.2% | +70.5% |
| YTD | +8.0% | -19.1% | +27.1% | +13.2% |
| 1Y | +18.7% | -29.7% | +48.4% | +35.2% |
| 3Y | +999.1% | +4.8% | +994.3% | +806.7% |
| 5Y | +181.7% | +24.6% | +157.1% | +37.0% |
| All | +250.7% | +25.5% | +225.2% | +70.7% |
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 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