-16.7%
LEN vs CASY
+155.2%
-171.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | +0.6% | +3.6% | -3.0% | +0.2% |
| 30D | +19.4% | +7.2% | +12.2% | +18.5% |
| 3M | +4.5% | -16.9% | +21.5% | +6.4% |
| 6M | +4.9% | -19.3% | +24.3% | +7.5% |
| YTD | -8.9% | +25.6% | -34.6% | -14.9% |
| 1Y | -23.0% | +30.2% | -53.1% | -28.6% |
| 3Y | -16.7% | +154.9% | -171.6% | -32.8% |
| All | -16.7% | +155.2% | -171.9% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling