-36.1%
HOOD vs LLY
+60.1%
-96.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -4.4% | +10.1% | -14.5% | -5.6% |
| 30D | -23.4% | +24.0% | -47.4% | -25.8% |
| 3M | -6.5% | +27.3% | -33.8% | -9.7% |
| 6M | +14.2% | +47.0% | -32.8% | +8.1% |
| YTD | -22.7% | +32.6% | -55.3% | -26.8% |
| 1Y | -36.1% | +57.3% | -93.5% | -40.8% |
| All | -36.1% | +60.1% | -96.2% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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