-32.8%
LII vs CASY
-19.3%
-13.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.7% |
| 7D | +0.2% | +1.8% | -1.6% | +0.3% |
| 30D | -4.6% | +11.2% | -15.8% | -3.4% |
| 3M | -21.7% | -19.1% | -2.6% | -24.9% |
| 6M | -32.8% | -19.9% | -12.9% | -31.8% |
| All | -32.8% | -19.3% | -13.5% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling