-89.0%
OPEN vs LH
+169.1%
-258.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | -15.0% | +1.1% | -16.1% | -15.8% |
| 30D | -40.2% | +16.7% | -56.9% | -48.1% |
| 3M | -67.4% | +15.1% | -82.5% | -71.4% |
| 6M | -74.0% | +46.3% | -120.3% | -82.1% |
| YTD | -79.6% | +48.8% | -128.4% | -86.1% |
| 1Y | -86.1% | +39.7% | -125.8% | -90.0% |
| 3Y | -41.4% | +87.0% | -128.4% | -68.3% |
| 5Y | -94.9% | +53.0% | -147.9% | -96.9% |
| All | -89.0% | +169.1% | -258.1% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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