+19.2%
LHX vs CASY
+234.8%
-215.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.2% | -0.3% |
| 7D | -3.7% | -16.5% | +12.8% | -1.6% |
| 30D | -13.2% | -26.4% | +13.2% | -9.9% |
| 3M | -18.4% | -17.3% | -1.1% | -16.9% |
| 6M | -32.0% | -5.2% | -26.7% | -32.5% |
| YTD | -13.6% | +14.1% | -27.7% | -16.8% |
| 1Y | -6.0% | +16.6% | -22.6% | -9.9% |
| 3Y | +57.9% | +163.7% | -105.8% | +27.7% |
| 5Y | +19.2% | +231.3% | -212.1% | -8.8% |
| All | +19.2% | +234.8% | -215.6% | -8.8% |
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