+466.3%
LLY vs CASY
+254.7%
+211.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +1.6% | +5.0% | -3.3% | +0.7% |
| 30D | +21.5% | +8.2% | +13.3% | +19.7% |
| 3M | +16.4% | -18.2% | +34.6% | +20.5% |
| 6M | +51.5% | -18.6% | +70.1% | +56.5% |
| YTD | +33.9% | +26.8% | +7.1% | +24.3% |
| 1Y | +49.1% | +31.6% | +17.5% | +37.0% |
| 3Y | +144.6% | +156.5% | -11.9% | +89.3% |
| 5Y | +466.3% | +258.6% | +207.7% | +287.6% |
| All | +466.3% | +254.7% | +211.6% | +287.6% |
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