-42.4%
LEN vs CASY
+42.6%
-85.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.9% | -3.8% |
| 7D | -2.9% | -4.4% | +1.5% | -2.8% |
| 30D | -8.9% | -12.0% | +3.2% | -8.7% |
| 3M | -10.9% | -2.3% | -8.6% | -11.8% |
| 6M | -19.7% | +10.5% | -30.2% | -24.4% |
| YTD | -20.6% | +33.0% | -53.6% | -28.3% |
| 1Y | -42.4% | +41.1% | -83.6% | -49.5% |
| All | -42.4% | +42.6% | -85.0% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling