+1,103.8%
LITE vs CASY
+154.8%
+949.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.2% | -20.9% | -19.0% |
| 7D | -44.6% | +1.8% | -46.4% | -44.7% |
| 30D | -55.0% | +11.2% | -66.2% | -56.0% |
| 3M | -38.3% | -19.1% | -19.2% | -35.8% |
| 6M | -48.8% | -19.9% | -28.8% | -46.7% |
| YTD | +38.3% | +25.2% | +13.1% | +26.8% |
| 1Y | +119.0% | +31.6% | +87.4% | +97.5% |
| All | +1,103.8% | +154.8% | +949.1% | +918.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling