+258.5%
LH vs CASY
+550.0%
-291.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.8% |
| 30D | +18.7% | +10.2% | +8.5% | +15.5% |
| 3M | +15.3% | -15.7% | +31.0% | +19.9% |
| 6M | +45.4% | -18.4% | +63.8% | +51.2% |
| YTD | +49.5% | +28.3% | +21.2% | +35.3% |
| 1Y | +41.4% | +32.6% | +8.8% | +26.4% |
| 3Y | +87.6% | +159.5% | -71.9% | +32.2% |
| 5Y | +53.8% | +263.9% | -210.1% | -5.7% |
| All | +258.5% | +550.0% | -291.5% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling