+133.6%
HOOD vs LLY
+507.5%
-374.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | -5.1% | +1.6% | -6.7% | -5.4% |
| 30D | -25.4% | +21.5% | -46.9% | -28.9% |
| 3M | -14.0% | +16.4% | -30.4% | -17.1% |
| 6M | +5.6% | +51.5% | -45.9% | -4.8% |
| YTD | -28.1% | +33.9% | -62.0% | -33.7% |
| 1Y | -40.1% | +49.1% | -89.3% | -46.4% |
| 3Y | +888.2% | +144.6% | +743.6% | +691.8% |
| 5Y | +135.8% | +466.3% | -330.5% | +34.6% |
| All | +133.6% | +507.5% | -374.0% | +19.1% |
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