-83.6%
OPEN vs LH
+31.3%
-114.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.9% |
| 7D | +1.0% | -0.8% | +1.8% | +1.9% |
| 30D | -11.9% | +2.0% | -13.9% | -13.7% |
| 3M | -28.8% | +24.3% | -53.0% | -44.1% |
| 6M | -38.6% | +21.1% | -59.7% | -50.6% |
| YTD | -47.3% | +30.4% | -77.8% | -61.1% |
| 1Y | -49.2% | +18.4% | -67.5% | -58.1% |
| 3Y | -18.8% | +65.5% | -84.2% | -56.1% |
| 5Y | -83.6% | +29.9% | -113.5% | -89.7% |
| All | -83.6% | +31.3% | -114.9% | -89.7% |
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