-89.0%
OPEN vs LII
+65.9%
-154.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -4.7% |
| 7D | -15.0% | +2.9% | -17.9% | -17.2% |
| 30D | -40.2% | +0.9% | -41.1% | -40.7% |
| 3M | -67.4% | -15.5% | -51.9% | -62.1% |
| 6M | -74.0% | -30.2% | -43.8% | -66.0% |
| YTD | -79.6% | -26.8% | -52.7% | -75.3% |
| 1Y | -86.1% | -25.3% | -60.8% | -83.5% |
| 3Y | -41.4% | -7.8% | -33.6% | -46.3% |
| 5Y | -94.9% | +17.0% | -111.8% | -96.9% |
| All | -89.0% | +65.9% | -154.9% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling