-78.0%
LCID vs CASY
+22.7%
-100.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -14.2% | +6.5% | -9.5% |
| 7D | -9.3% | -16.5% | +7.2% | -11.6% |
| 30D | -35.4% | -26.4% | -9.0% | -38.6% |
| 3M | -17.1% | -17.3% | +0.2% | -19.5% |
| 6M | -58.9% | -5.2% | -53.7% | -60.4% |
| YTD | -59.6% | +14.1% | -73.7% | -61.0% |
| 1Y | -78.0% | +16.6% | -94.6% | -78.9% |
| All | -78.0% | +22.7% | -100.7% | -78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling