+93.4%
HOOD vs LTH
+184.4%
-91.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.8% |
| 7D | -4.8% | +4.5% | -9.3% | -6.8% |
| 30D | -26.1% | +16.3% | -42.5% | -31.4% |
| 3M | -10.8% | +8.4% | -19.2% | -14.9% |
| 6M | +2.4% | +40.3% | -37.9% | -14.2% |
| YTD | -28.5% | +77.3% | -105.7% | -47.0% |
| 1Y | -36.3% | +88.0% | -124.3% | -54.3% |
| 3Y | +743.7% | +274.3% | +469.4% | +349.4% |
| 5Y | +118.6% | +142.9% | -24.3% | +21.4% |
| All | +93.4% | +184.4% | -91.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling