-49.2%
OPEN vs LTH
+46.4%
-95.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.7% |
| 7D | +1.0% | +1.5% | -0.5% | +0.2% |
| 30D | -11.9% | -3.1% | -8.8% | -10.8% |
| 3M | -28.8% | +28.1% | -56.9% | -38.7% |
| 6M | -38.6% | +67.4% | -106.0% | -57.6% |
| YTD | -47.3% | +59.8% | -107.1% | -63.2% |
| 1Y | -49.2% | +45.6% | -94.8% | -21.1% |
| All | -49.2% | +46.4% | -95.6% | -21.1% |
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