-93.3%
OPEN vs LH
+63.0%
-156.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.8% |
| 7D | -21.7% | +4.6% | -26.2% | -25.1% |
| 30D | -36.5% | +19.1% | -55.6% | -47.2% |
| 3M | -59.5% | +16.7% | -76.3% | -65.7% |
| 6M | -71.9% | +47.0% | -118.9% | -81.7% |
| YTD | -75.8% | +49.3% | -125.1% | -84.6% |
| 1Y | -78.5% | +48.6% | -127.1% | -86.2% |
| 3Y | -30.2% | +87.8% | -118.0% | -67.1% |
| 5Y | -93.3% | +65.0% | -158.3% | -96.8% |
| All | -93.3% | +63.0% | -156.3% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling