-38.7%
HOOD vs LLY
+51.2%
-89.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +2.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -23.6% | +19.7% | -43.3% | -25.4% |
| 3M | -10.7% | +19.3% | -29.9% | -12.7% |
| 6M | +8.2% | +49.3% | -41.2% | +2.6% |
| YTD | -26.3% | +32.0% | -58.3% | -30.3% |
| All | -38.7% | +51.2% | -89.9% | -40.5% |
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 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