-86.9%
OPEN vs LH
+170.1%
-257.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.6% |
| 7D | -21.7% | +4.6% | -26.2% | -24.7% |
| 30D | -36.5% | +19.1% | -55.6% | -46.0% |
| 3M | -59.5% | +16.7% | -76.3% | -65.0% |
| 6M | -71.9% | +47.0% | -118.9% | -80.7% |
| YTD | -75.8% | +49.3% | -125.1% | -83.6% |
| 1Y | -78.5% | +48.6% | -127.1% | -85.4% |
| 3Y | -30.2% | +87.8% | -118.0% | -62.5% |
| 5Y | -93.3% | +65.0% | -158.3% | -96.1% |
| All | -86.9% | +170.1% | -257.0% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling