+22.6%
LII vs CASY
+254.0%
-231.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.4% |
| 7D | +0.2% | +1.8% | -1.6% | -0.3% |
| 30D | -4.6% | +11.2% | -15.8% | -7.1% |
| 3M | -21.7% | -19.1% | -2.6% | -17.5% |
| 6M | -32.8% | -19.9% | -12.9% | -29.6% |
| YTD | -27.5% | +25.2% | -52.7% | -35.9% |
| 1Y | -28.0% | +31.6% | -59.6% | -37.6% |
| 3Y | -7.2% | +155.4% | -162.6% | -40.6% |
| 5Y | +22.6% | +251.5% | -228.9% | -35.9% |
| All | +22.6% | +254.0% | -231.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling