+94.4%
HOOD vs LTH
+186.2%
-91.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.9% |
| 7D | -5.1% | +6.4% | -11.5% | -7.9% |
| 30D | -25.4% | +16.7% | -42.1% | -30.9% |
| 3M | -14.0% | +11.7% | -25.6% | -19.0% |
| 6M | +5.6% | +48.5% | -42.9% | -13.9% |
| YTD | -28.1% | +78.4% | -106.5% | -46.9% |
| 1Y | -40.1% | +89.7% | -129.8% | -57.2% |
| 3Y | +888.2% | +245.6% | +642.6% | +445.4% |
| 5Y | +135.8% | +142.7% | -6.9% | +30.4% |
| All | +94.4% | +186.2% | -91.8% | +9.5% |
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