+250.7%
HOOD vs LLY
+387.5%
-136.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +17.1% | -2.1% | +19.3% | +17.7% |
| 30D | +31.6% | -1.6% | +33.2% | +32.0% |
| 3M | +38.2% | +2.3% | +36.0% | +37.1% |
| 6M | +48.5% | +14.9% | +33.6% | +42.8% |
| YTD | +8.0% | +7.5% | +0.5% | +5.1% |
| 1Y | +18.7% | +55.7% | -37.0% | +4.6% |
| 3Y | +999.1% | +110.6% | +888.5% | +813.8% |
| 5Y | +181.7% | +363.4% | -181.7% | +87.2% |
| All | +250.7% | +387.5% | -136.8% | +88.7% |
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