-87.4%
OPEN vs LH
+170.4%
-257.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | -31.1% | +1.2% | -32.3% | -31.9% |
| 30D | -34.7% | +18.0% | -52.7% | -43.9% |
| 3M | -61.9% | +15.7% | -77.6% | -66.7% |
| 6M | -71.9% | +46.6% | -118.5% | -80.6% |
| YTD | -76.6% | +49.5% | -126.1% | -84.2% |
| 1Y | -83.9% | +40.2% | -124.1% | -88.5% |
| 3Y | -34.4% | +87.6% | -122.0% | -64.6% |
| 5Y | -93.9% | +59.3% | -153.2% | -96.5% |
| All | -87.4% | +170.4% | -257.7% | -94.2% |
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