-24.0%
LEN vs CASY
+30.1%
-54.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +0.6% | +3.6% | -3.0% | +0.5% |
| 30D | +19.4% | +7.2% | +12.2% | +19.3% |
| 3M | +4.5% | -16.9% | +21.5% | +4.6% |
| 6M | +4.9% | -19.3% | +24.3% | +8.4% |
| YTD | -8.9% | +25.6% | -34.6% | -20.6% |
| All | -24.0% | +30.1% | -54.1% | -36.0% |
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