-71.4%
OPEN vs LTH
+84.0%
-155.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +6.3% | +7.5% | +11.4% |
| 7D | +3.7% | +9.9% | -6.2% | +0.4% |
| 30D | -14.3% | +18.3% | -32.6% | -19.1% |
| 3M | -51.9% | +5.9% | -57.9% | -52.9% |
| 6M | -61.4% | +80.3% | -141.7% | -70.4% |
| YTD | -66.0% | +78.3% | -144.3% | -74.3% |
| 1Y | -71.4% | +81.0% | -152.4% | -78.6% |
| All | -71.4% | +84.0% | -155.4% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling