-39.2%
OPEN vs LTH
+234.6%
-273.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.2% | -5.4% | -7.1% |
| 7D | -31.0% | -4.6% | -26.4% | -28.9% |
| 30D | -41.5% | +14.8% | -56.3% | -45.6% |
| 3M | -64.6% | +3.9% | -68.5% | -65.4% |
| 6M | -73.8% | +35.5% | -109.3% | -78.3% |
| YTD | -78.8% | +71.3% | -150.1% | -85.1% |
| 1Y | -86.8% | +75.7% | -162.5% | -90.9% |
| All | -39.2% | +234.6% | -273.8% | -72.7% |
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