+165.4%
LII vs CASY
+553.2%
-387.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | -4.6% | +8.7% | -13.3% | -6.8% |
| 3M | -21.2% | -17.3% | -3.9% | -17.2% |
| 6M | -36.4% | -19.7% | -16.7% | -33.5% |
| YTD | -28.9% | +24.8% | -53.8% | -36.3% |
| 1Y | -29.5% | +31.9% | -61.4% | -38.1% |
| 3Y | -8.6% | +155.4% | -164.0% | -37.7% |
| 5Y | +20.2% | +250.6% | -230.4% | -27.8% |
| All | +165.4% | +553.2% | -387.8% | +30.1% |
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 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