-6.7%
LII vs CASY
+154.8%
-161.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.2% |
| 7D | +0.2% | +1.8% | -1.6% | -0.2% |
| 30D | -4.6% | +11.2% | -15.8% | -6.3% |
| 3M | -21.7% | -19.1% | -2.6% | -18.8% |
| 6M | -32.8% | -19.9% | -12.9% | -30.2% |
| YTD | -27.5% | +25.2% | -52.7% | -34.9% |
| 1Y | -28.0% | +31.6% | -59.6% | -36.5% |
| All | -6.7% | +154.8% | -161.5% | -36.1% |
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