-4.5%
LEN vs CASY
+253.8%
-258.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | +0.6% | +3.6% | -3.0% | -0.1% |
| 30D | +19.4% | +7.2% | +12.2% | +17.6% |
| 3M | +4.5% | -16.9% | +21.5% | +8.4% |
| 6M | +4.9% | -19.3% | +24.3% | +9.0% |
| YTD | -8.9% | +25.6% | -34.6% | -17.8% |
| 1Y | -23.0% | +30.2% | -53.1% | -31.4% |
| 3Y | -16.7% | +154.9% | -171.6% | -43.9% |
| 5Y | -4.5% | +252.1% | -256.6% | -48.1% |
| All | -4.5% | +253.8% | -258.2% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling