+60.4%
LH vs CASY
+250.1%
-189.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | +17.5% | +8.7% | +8.8% | +15.8% |
| 3M | +16.1% | -17.3% | +33.4% | +19.5% |
| 6M | +43.4% | -19.7% | +63.1% | +47.9% |
| YTD | +47.2% | +24.8% | +22.4% | +37.8% |
| 1Y | +50.1% | +31.9% | +18.2% | +38.6% |
| 3Y | +81.2% | +155.4% | -74.2% | +41.6% |
| All | +60.4% | +250.1% | -189.8% | +9.7% |
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 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