-86.9%
OPEN vs LII
+64.7%
-151.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.3% |
| 7D | -21.7% | -1.2% | -20.5% | -20.1% |
| 30D | -36.5% | -2.0% | -34.5% | -35.4% |
| 3M | -59.5% | -20.2% | -39.3% | -50.5% |
| 6M | -71.9% | -32.5% | -39.3% | -62.0% |
| YTD | -75.8% | -27.4% | -48.4% | -70.5% |
| 1Y | -78.5% | -28.2% | -50.3% | -73.5% |
| 3Y | -30.2% | -7.2% | -23.0% | -36.5% |
| 5Y | -93.3% | +19.9% | -113.2% | -95.9% |
| All | -86.9% | +64.7% | -151.6% | -93.4% |
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