+2,080.1%
LLY vs CASY
+555.0%
+1,525.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +6.7% | +3.6% | +3.2% | +6.0% |
| 30D | +19.6% | +9.1% | +10.5% | +17.5% |
| 3M | +19.7% | -16.5% | +36.2% | +23.7% |
| 6M | +42.7% | -19.7% | +62.4% | +47.8% |
| YTD | +35.1% | +29.3% | +5.9% | +25.5% |
| 1Y | +42.2% | +33.1% | +9.1% | +31.1% |
| 3Y | +140.8% | +158.5% | -17.7% | +89.2% |
| 5Y | +480.6% | +266.7% | +213.9% | +316.6% |
| All | +2,080.1% | +555.0% | +1,525.1% | +1,316.3% |
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