-96.7%
LCID vs CASY
+302.1%
-398.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.4% |
| 7D | +8.9% | +1.1% | +7.8% | +8.7% |
| 30D | -15.4% | +8.7% | -24.1% | -16.8% |
| 3M | -52.9% | -17.3% | -35.6% | -51.5% |
| 6M | -46.8% | -19.7% | -27.1% | -45.2% |
| YTD | -68.9% | +24.8% | -93.7% | -71.8% |
| 1Y | -81.7% | +31.9% | -113.6% | -83.7% |
| 3Y | -92.4% | +155.4% | -247.8% | -94.7% |
| 5Y | -99.2% | +250.6% | -349.8% | -99.5% |
| All | -96.7% | +302.1% | -398.8% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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