+17,561.1%
LLY vs CASY
+36,294.0%
-18,732.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | -11.3% | +9.7% | +0.3% |
| 3M | +2.3% | -0.6% | +2.9% | +1.7% |
| 6M | +14.9% | +10.7% | +4.2% | +12.1% |
| YTD | +7.5% | +37.1% | -29.7% | +1.0% |
| 1Y | +55.7% | +52.3% | +3.4% | +43.5% |
| 3Y | +110.6% | +215.2% | -104.6% | +70.1% |
| 5Y | +363.4% | +276.5% | +86.9% | +261.1% |
| 10Y | +1,649.0% | +508.4% | +1,140.6% | +1,131.1% |
| All | +17,561.1% | +36,294.0% | -18,732.9% | +7,154.7% |
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