-40.1%
HOOD vs LLY
+53.4%
-93.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -5.1% | +1.6% | -6.7% | -5.3% |
| 30D | -25.4% | +21.5% | -46.9% | -27.4% |
| 3M | -14.0% | +16.4% | -30.4% | -15.7% |
| 6M | +5.6% | +51.5% | -45.9% | -0.1% |
| YTD | -28.1% | +33.9% | -62.0% | -32.1% |
| 1Y | -40.1% | +49.1% | -89.3% | -42.1% |
| All | -40.1% | +53.4% | -93.5% | -42.1% |
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 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