-93.1%
OPEN vs LTH
+184.4%
-277.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.3% | -20.5% | -20.8% |
| 7D | -22.2% | +4.5% | -26.7% | -24.4% |
| 30D | -38.3% | +16.3% | -54.7% | -44.8% |
| 3M | -59.4% | +8.4% | -67.7% | -62.0% |
| 6M | -74.4% | +40.3% | -114.6% | -80.6% |
| YTD | -76.0% | +77.3% | -153.3% | -85.1% |
| 1Y | -78.7% | +88.0% | -166.6% | -87.4% |
| 3Y | -30.0% | +274.3% | -304.3% | -78.4% |
| 5Y | -93.7% | +142.9% | -236.6% | -97.7% |
| All | -93.1% | +184.4% | -277.4% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling