-87.4%
OPEN vs LII
+65.3%
-152.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.5% |
| 7D | -31.1% | -2.3% | -28.8% | -29.1% |
| 30D | -34.7% | -1.7% | -33.0% | -33.7% |
| 3M | -61.9% | -18.3% | -43.6% | -54.3% |
| 6M | -71.9% | -32.3% | -39.5% | -62.1% |
| YTD | -76.6% | -27.1% | -49.5% | -71.5% |
| 1Y | -83.9% | -27.2% | -56.7% | -80.4% |
| 3Y | -34.4% | -8.9% | -25.4% | -39.1% |
| 5Y | -93.9% | +19.7% | -113.6% | -96.3% |
| All | -87.4% | +65.3% | -152.6% | -93.6% |
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