+162.2%
LEN vs CASY
+551.3%
-389.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +0.6% | +3.6% | -3.0% | -0.6% |
| 30D | +19.4% | +7.2% | +12.2% | +16.6% |
| 3M | +4.5% | -16.9% | +21.5% | +10.5% |
| 6M | +4.9% | -19.3% | +24.3% | +10.3% |
| YTD | -8.9% | +25.6% | -34.6% | -20.1% |
| 1Y | -23.0% | +30.2% | -53.1% | -33.5% |
| 3Y | -16.7% | +154.9% | -171.6% | -48.3% |
| 5Y | -4.5% | +252.1% | -256.6% | -50.1% |
| 10Y | +162.2% | +535.8% | -373.7% | +9.2% |
| All | +162.2% | +551.3% | -389.2% | +9.2% |
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