+7,679.3%
LHX vs CASY
+35,206.2%
-27,526.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | -2.5% | -4.4% | +1.9% | -1.6% |
| 30D | -10.4% | -12.0% | +1.7% | -8.1% |
| 3M | -14.9% | -2.3% | -12.6% | -15.3% |
| 6M | -29.6% | +10.5% | -40.1% | -31.9% |
| YTD | -11.8% | +33.0% | -44.8% | -18.0% |
| 1Y | -5.1% | +41.1% | -46.2% | -13.0% |
| 3Y | +61.3% | +207.5% | -146.2% | +23.0% |
| 5Y | +22.4% | +290.7% | -268.3% | -12.2% |
| 10Y | +232.2% | +556.5% | -324.2% | +109.2% |
| All | +7,679.3% | +35,206.2% | -27,526.9% | +2,323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling