+139.3%
HOOD vs LLY
+498.9%
-359.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -23.6% | +19.7% | -43.3% | -26.9% |
| 3M | -10.7% | +19.3% | -29.9% | -14.5% |
| 6M | +8.2% | +49.3% | -41.2% | -2.2% |
| YTD | -26.3% | +32.0% | -58.3% | -31.8% |
| 1Y | -36.1% | +53.7% | -89.8% | -43.2% |
| 3Y | +950.7% | +143.7% | +806.9% | +743.2% |
| 5Y | +127.0% | +463.9% | -336.9% | +29.1% |
| All | +139.3% | +498.9% | -359.6% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling