-90.8%
LCID vs CASY
+162.5%
-253.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.7% |
| 7D | +8.9% | +5.8% | +3.1% | +8.8% |
| 30D | +6.8% | +10.7% | -3.9% | +6.5% |
| 3M | -45.2% | -13.9% | -31.4% | -45.1% |
| 6M | -39.1% | -18.4% | -20.7% | -38.1% |
| YTD | -65.3% | +29.6% | -94.9% | -67.2% |
| 1Y | -78.4% | +32.8% | -111.2% | -79.7% |
| All | -90.8% | +162.5% | -253.3% | -91.9% |
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 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