-92.6%
LCID vs CASY
+215.7%
-308.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -30.1% | -11.3% | -18.8% | -29.9% |
| 3M | -17.6% | -0.6% | -17.0% | -18.4% |
| 6M | -54.4% | +10.7% | -65.1% | -55.8% |
| YTD | -55.7% | +37.1% | -92.8% | -58.7% |
| 1Y | -71.0% | +52.3% | -123.3% | -73.5% |
| All | -92.6% | +215.7% | -308.3% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling