+113.0%
HOOD vs LLY
+436.7%
-323.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -4.8% | -4.5% | -0.3% | -3.8% |
| 30D | -26.1% | +13.9% | -40.0% | -28.3% |
| 3M | -10.8% | +13.8% | -24.6% | -13.4% |
| 6M | +2.4% | +37.6% | -35.3% | -5.0% |
| YTD | -28.5% | +26.6% | -55.1% | -32.8% |
| 1Y | -36.3% | +45.3% | -81.7% | -42.2% |
| 3Y | +743.7% | +132.2% | +611.5% | +607.4% |
| All | +113.0% | +436.7% | -323.7% | +28.0% |
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