+361.3%
LIN vs CASY
+505.6%
-144.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -2.4% | -11.3% | +8.9% | +0.6% |
| 3M | -5.6% | -0.6% | -4.9% | -6.7% |
| 6M | -3.4% | +10.7% | -14.1% | -7.9% |
| YTD | +13.1% | +37.1% | -24.0% | +0.8% |
| 1Y | +2.5% | +52.3% | -49.8% | -11.9% |
| 3Y | +27.6% | +215.2% | -187.6% | -16.0% |
| 5Y | +63.0% | +276.5% | -213.5% | -0.8% |
| All | +361.3% | +505.6% | -144.3% | +132.3% |
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