-94.7%
OPEN vs LTH
+137.1%
-231.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -5.2% |
| 7D | -15.0% | -1.3% | -13.7% | -14.1% |
| 30D | -40.2% | +15.7% | -55.9% | -46.2% |
| 3M | -67.4% | +5.0% | -72.4% | -68.8% |
| 6M | -74.0% | +37.7% | -111.7% | -80.0% |
| YTD | -79.6% | +75.0% | -154.6% | -87.3% |
| 1Y | -86.1% | +82.6% | -168.7% | -91.7% |
| 3Y | -41.4% | +241.3% | -282.7% | -80.8% |
| All | -94.7% | +137.1% | -231.8% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling