+100.6%
LEN vs CASY
+549.1%
-448.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.9% | -2.8% |
| 7D | -2.9% | -4.4% | +1.5% | -1.3% |
| 30D | -8.9% | -12.0% | +3.2% | -4.9% |
| 3M | -10.9% | -2.3% | -8.6% | -12.1% |
| 6M | -19.7% | +10.5% | -30.2% | -25.0% |
| YTD | -20.6% | +33.0% | -53.6% | -31.2% |
| 1Y | -42.4% | +41.1% | -83.6% | -51.5% |
| 3Y | -26.5% | +207.5% | -234.0% | -57.8% |
| 5Y | -10.9% | +290.7% | -301.7% | -55.1% |
| 10Y | +100.6% | +556.5% | -455.8% | -17.3% |
| All | +100.6% | +549.1% | -448.4% | -17.3% |
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