+15.7%
LII vs CASY
+261.5%
-245.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | -0.2% | +2.5% | -2.7% | -0.9% |
| 30D | -0.6% | +10.2% | -10.8% | -3.0% |
| 3M | -17.0% | -15.7% | -1.3% | -13.5% |
| 6M | -31.1% | -18.4% | -12.8% | -28.2% |
| YTD | -27.7% | +28.3% | -55.9% | -36.4% |
| 1Y | -26.2% | +32.6% | -58.7% | -36.1% |
| 3Y | -9.6% | +159.5% | -169.1% | -42.3% |
| 5Y | +15.7% | +263.9% | -248.2% | -40.3% |
| All | +15.7% | +261.5% | -245.9% | -40.3% |
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 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