+423.5%
LIN vs CASY
+555.0%
-131.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.2% |
| 7D | +3.6% | +1.8% | +1.8% | +3.1% |
| 30D | +6.4% | +11.2% | -4.8% | +3.4% |
| 3M | +6.5% | -19.1% | +25.6% | +11.9% |
| 6M | +4.9% | -19.9% | +24.8% | +9.5% |
| YTD | +23.4% | +25.2% | -1.7% | +12.1% |
| 1Y | +26.3% | +31.6% | -5.3% | +12.6% |
| 3Y | +38.0% | +155.4% | -117.4% | -3.4% |
| 5Y | +68.0% | +251.5% | -183.5% | +2.9% |
| All | +423.5% | +555.0% | -131.5% | +166.1% |
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 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