+2,848.5%
LII vs CASY
+5,760.5%
-2,912.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.5% |
| 7D | +0.2% | +1.8% | -1.6% | -0.4% |
| 30D | -4.6% | +11.2% | -15.8% | -7.8% |
| 3M | -21.7% | -19.1% | -2.6% | -16.6% |
| 6M | -32.8% | -19.9% | -12.9% | -29.5% |
| YTD | -27.5% | +25.2% | -52.7% | -34.9% |
| 1Y | -28.0% | +31.6% | -59.6% | -36.5% |
| 3Y | -7.2% | +155.4% | -162.6% | -36.1% |
| 5Y | +22.6% | +251.5% | -228.9% | -25.2% |
| 10Y | +171.5% | +558.6% | -387.1% | +27.9% |
| All | +2,848.5% | +5,760.5% | -2,912.0% | +505.8% |
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