+2,898.2%
LITE vs CASY
+649.6%
+2,248.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.2% | -20.9% | -19.3% |
| 7D | -44.6% | +1.8% | -46.4% | -44.9% |
| 30D | -55.0% | +11.2% | -66.2% | -56.6% |
| 3M | -38.3% | -19.1% | -19.2% | -35.2% |
| 6M | -48.8% | -19.9% | -28.8% | -46.6% |
| YTD | +38.3% | +25.2% | +13.1% | +24.9% |
| 1Y | +119.0% | +31.6% | +87.4% | +94.3% |
| 3Y | +1,092.0% | +155.4% | +936.6% | +737.9% |
| 5Y | +446.1% | +251.5% | +194.5% | +237.2% |
| 10Y | +1,381.7% | +558.6% | +823.0% | +646.5% |
| All | +2,898.2% | +649.6% | +2,248.7% | +1,175.3% |
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 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