+187.0%
LMT vs CASY
+468.0%
-281.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.1% | +0.8% |
| 7D | -1.3% | -16.5% | +15.2% | +2.2% |
| 30D | -12.5% | -26.4% | +13.9% | -7.1% |
| 3M | -0.5% | -17.3% | +16.8% | +2.5% |
| 6M | -20.0% | -5.2% | -14.8% | -20.5% |
| YTD | +10.4% | +14.1% | -3.7% | +5.1% |
| 1Y | +17.7% | +16.6% | +1.1% | +11.3% |
| 3Y | +34.3% | +163.7% | -129.4% | +0.5% |
| 5Y | +71.8% | +231.3% | -159.5% | +18.3% |
| 10Y | +187.0% | +462.9% | -275.9% | +72.5% |
| All | +187.0% | +468.0% | -281.0% | +72.5% |
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