+543.6%
LITE vs HOOD
+112.9%
+430.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.9% |
| 7D | -35.9% | -4.8% | -31.1% | -34.8% |
| 30D | -51.5% | -26.1% | -25.4% | -47.4% |
| 3M | -35.7% | -10.8% | -24.9% | -34.5% |
| 6M | -43.0% | +2.4% | -45.3% | -44.4% |
| YTD | +46.1% | -28.5% | +74.6% | +51.8% |
| 1Y | +124.7% | -36.3% | +161.0% | +141.5% |
| 3Y | +1,172.1% | +743.7% | +428.4% | +659.0% |
| 5Y | +477.0% | +118.6% | +358.4% | +245.9% |
| All | +543.6% | +112.9% | +430.7% | +286.7% |
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