+3,188.9%
LII vs CASY
+6,320.0%
-3,131.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.6% | -11.3% | -1.3% | -9.3% |
| 3M | -24.4% | -0.6% | -23.8% | -25.9% |
| 6M | -28.7% | +10.7% | -39.4% | -32.7% |
| YTD | -19.1% | +37.1% | -56.3% | -29.2% |
| 1Y | -29.7% | +52.3% | -82.0% | -40.9% |
| 3Y | +4.8% | +215.2% | -210.4% | -32.8% |
| 5Y | +24.6% | +276.5% | -251.9% | -25.5% |
| 10Y | +169.2% | +508.4% | -339.2% | +30.7% |
| All | +3,188.9% | +6,320.0% | -3,131.2% | +558.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling