+186.6%
LH vs CASY
+549.1%
-362.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -0.8% | -4.4% | +3.5% | +0.4% |
| 30D | +2.0% | -12.0% | +14.0% | +5.5% |
| 3M | +24.3% | -2.3% | +26.6% | +23.4% |
| 6M | +21.1% | +10.5% | +10.5% | +15.5% |
| YTD | +30.4% | +33.0% | -2.6% | +17.5% |
| 1Y | +18.4% | +41.1% | -22.8% | +4.4% |
| 3Y | +65.5% | +207.5% | -142.0% | +10.4% |
| 5Y | +29.9% | +290.7% | -260.9% | -22.0% |
| 10Y | +186.6% | +556.5% | -369.8% | +41.9% |
| All | +186.6% | +549.1% | -362.4% | +41.9% |
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