+132.4%
HOOD vs LLY
+474.3%
-342.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -4.8% | -4.5% | -0.3% | -3.7% |
| 30D | -26.1% | +13.9% | -40.0% | -28.5% |
| 3M | -10.8% | +13.8% | -24.6% | -13.6% |
| 6M | +2.4% | +37.6% | -35.3% | -5.6% |
| YTD | -28.5% | +26.6% | -55.1% | -33.1% |
| 1Y | -36.3% | +45.3% | -81.7% | -42.7% |
| 3Y | +743.7% | +132.2% | +611.5% | +584.2% |
| 5Y | +118.6% | +434.7% | -316.1% | +26.5% |
| All | +132.4% | +474.3% | -342.0% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling