+599.8%
LITE vs HOOD
+114.0%
+485.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | -13.9% | -5.1% | -8.8% | -12.4% |
| 30D | -46.9% | -25.4% | -21.5% | -42.5% |
| 3M | -28.0% | -14.0% | -14.1% | -25.9% |
| 6M | -35.2% | +5.6% | -40.8% | -37.3% |
| YTD | +58.9% | -28.1% | +87.0% | +64.9% |
| 1Y | +125.3% | -40.1% | +165.5% | +146.1% |
| 3Y | +1,344.4% | +888.2% | +456.2% | +742.4% |
| 5Y | +541.2% | +135.8% | +405.4% | +284.1% |
| All | +599.8% | +114.0% | +485.7% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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