-84.4%
OPEN vs LTH
+160.9%
-245.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| 3M | -36.4% | +32.8% | -69.2% | -49.3% |
| 6M | -35.5% | +64.6% | -100.1% | -57.5% |
| YTD | -46.0% | +62.6% | -108.6% | -64.3% |
| 1Y | -47.1% | +49.9% | -97.1% | -62.7% |
| 3Y | -19.0% | +151.3% | -170.4% | -65.5% |
| All | -84.4% | +160.9% | -245.3% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling