-96.4%
LCID vs CASY
+304.8%
-401.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.8% | +9.3% |
| 7D | +20.0% | +3.6% | +16.4% | +19.2% |
| 30D | -5.0% | +7.2% | -12.2% | -6.3% |
| 3M | -48.9% | -16.9% | -31.9% | -47.4% |
| 6M | -43.2% | -19.3% | -23.9% | -41.5% |
| YTD | -65.9% | +25.6% | -91.6% | -69.2% |
| 1Y | -79.2% | +30.2% | -109.3% | -81.4% |
| 3Y | -90.4% | +154.9% | -245.3% | -93.3% |
| 5Y | -99.2% | +252.1% | -351.3% | -99.5% |
| All | -96.4% | +304.8% | -401.1% | -97.8% |
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