+94.4%
HOOD vs LTH
+174.8%
-80.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.3% | -1.9% |
| 7D | +3.8% | -4.6% | +8.4% | +6.0% |
| 30D | -26.4% | +14.8% | -41.2% | -31.2% |
| 3M | -14.3% | +3.9% | -18.2% | -16.5% |
| 6M | +3.9% | +35.5% | -31.6% | -11.4% |
| YTD | -28.1% | +71.3% | -99.4% | -45.9% |
| 1Y | -38.8% | +75.7% | -114.5% | -54.6% |
| 3Y | +888.5% | +231.9% | +656.5% | +455.8% |
| 5Y | +131.0% | +130.5% | +0.6% | +30.3% |
| All | +94.4% | +174.8% | -80.4% | +11.6% |
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