+1,402.3%
LITE vs CASY
+553.2%
+849.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.7% |
| 7D | -35.9% | +1.1% | -37.0% | -36.2% |
| 30D | -51.5% | +8.7% | -60.2% | -53.0% |
| 3M | -35.7% | -17.3% | -18.4% | -32.8% |
| 6M | -43.0% | -19.7% | -23.2% | -40.4% |
| YTD | +46.1% | +24.8% | +21.3% | +30.9% |
| 1Y | +124.7% | +31.9% | +92.8% | +97.1% |
| 3Y | +1,172.1% | +155.4% | +1,016.7% | +763.6% |
| 5Y | +477.0% | +250.6% | +226.4% | +238.7% |
| All | +1,402.3% | +553.2% | +849.2% | +521.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling