+509.1%
LITE vs HOOD
+106.3%
+402.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -10.3% | -8.4% | -16.1% |
| 7D | -44.6% | -14.4% | -30.2% | -42.1% |
| 30D | -55.0% | -30.0% | -25.0% | -50.6% |
| 3M | -38.3% | -15.5% | -22.8% | -36.2% |
| 6M | -48.8% | +1.8% | -50.5% | -50.0% |
| YTD | +38.3% | -30.7% | +69.0% | +44.8% |
| 1Y | +119.0% | -45.0% | +164.0% | +143.6% |
| 3Y | +1,092.0% | +709.0% | +383.0% | +618.0% |
| 5Y | +446.1% | +111.8% | +334.3% | +229.9% |
| All | +509.1% | +106.3% | +402.8% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling