+222.0%
LHX vs CASY
+453.5%
-231.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -4.3% | -18.6% | +14.3% | 0.0% |
| 30D | -15.1% | -26.6% | +11.5% | -9.4% |
| 3M | -21.0% | -32.8% | +11.8% | -14.1% |
| 6M | -32.0% | -10.0% | -22.0% | -31.7% |
| YTD | -15.3% | +11.6% | -26.9% | -19.5% |
| 1Y | -11.1% | +11.5% | -22.5% | -15.6% |
| 3Y | +54.0% | +160.7% | -106.7% | +12.8% |
| 5Y | +17.1% | +232.4% | -215.3% | -21.5% |
| All | +222.0% | +453.5% | -231.4% | +87.4% |
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