+10,331.5%
LEN vs CASY
+36,294.0%
-25,962.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.9% | -11.3% | +6.5% | -1.2% |
| 3M | -8.5% | -0.6% | -7.8% | -10.0% |
| 6M | -20.7% | +10.7% | -31.4% | -25.0% |
| YTD | -17.4% | +37.1% | -54.5% | -27.4% |
| 1Y | -38.2% | +52.3% | -90.5% | -47.8% |
| 3Y | -24.9% | +215.2% | -240.1% | -51.8% |
| 5Y | -11.4% | +276.5% | -287.9% | -46.9% |
| 10Y | +110.0% | +508.4% | -398.3% | +4.5% |
| All | +10,331.5% | +36,294.0% | -25,962.5% | +2,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling