-8.6%
LII vs CASY
+154.1%
-162.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | -4.6% | +8.7% | -13.3% | -5.9% |
| 3M | -21.2% | -17.3% | -3.9% | -18.7% |
| 6M | -36.4% | -19.7% | -16.7% | -34.0% |
| YTD | -28.9% | +24.8% | -53.8% | -36.2% |
| 1Y | -29.5% | +31.9% | -61.4% | -38.0% |
| 3Y | -8.6% | +155.4% | -164.0% | -37.3% |
| All | -8.6% | +154.1% | -162.6% | -37.3% |
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