-23.2%
LEN vs CASY
+220.7%
-243.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.9% | -11.3% | +6.5% | -3.7% |
| 3M | -8.5% | -0.6% | -7.8% | -9.2% |
| 6M | -20.7% | +10.7% | -31.4% | -23.1% |
| YTD | -17.4% | +37.1% | -54.5% | -23.0% |
| 1Y | -38.2% | +52.3% | -90.5% | -43.5% |
| All | -23.2% | +220.7% | -243.9% | -35.7% |
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