-93.3%
OPEN vs LTH
+186.8%
-280.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.0% |
| 7D | -31.1% | +0.3% | -31.3% | -31.1% |
| 30D | -34.7% | +17.7% | -52.4% | -42.0% |
| 3M | -61.9% | +8.5% | -70.3% | -64.4% |
| 6M | -71.9% | +46.9% | -118.8% | -79.4% |
| YTD | -76.6% | +78.8% | -155.4% | -85.6% |
| 1Y | -83.9% | +84.9% | -168.8% | -90.4% |
| 3Y | -34.4% | +246.4% | -280.7% | -78.3% |
| 5Y | -93.9% | +129.6% | -223.5% | -97.8% |
| All | -93.3% | +186.8% | -280.0% | -97.6% |
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 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