-17.1%
OPEN vs LTH
+157.9%
-175.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -4.3% | -0.6% | -3.6% | -3.9% |
| 30D | -16.2% | -4.6% | -11.6% | -14.0% |
| 3M | -36.4% | +32.8% | -69.2% | -47.0% |
| 6M | -35.5% | +64.6% | -100.1% | -54.0% |
| YTD | -46.0% | +62.6% | -108.6% | -61.4% |
| 1Y | -47.1% | +49.9% | -97.1% | -60.0% |
| All | -17.1% | +157.9% | -175.0% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling