+122.7%
HOOD vs LLY
+481.2%
-358.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.6% |
| 7D | -3.8% | +6.7% | -10.5% | -5.1% |
| 30D | -23.0% | +19.6% | -42.5% | -26.0% |
| 3M | -21.6% | +19.7% | -41.4% | -24.8% |
| 6M | +1.4% | +42.7% | -41.3% | -6.6% |
| YTD | -31.2% | +35.1% | -66.3% | -36.3% |
| 1Y | -35.9% | +42.2% | -78.1% | -41.5% |
| 3Y | +836.9% | +140.8% | +696.2% | +675.3% |
| All | +122.7% | +481.2% | -358.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling