+206.5%
LMT vs CASY
+565.2%
-358.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +2.5% | +5.8% | -3.3% | +1.3% |
| 30D | +19.2% | +10.7% | +8.5% | +16.7% |
| 3M | +2.7% | -13.9% | +16.6% | +5.5% |
| 6M | +20.6% | -18.4% | +39.1% | +24.7% |
| YTD | +28.4% | +29.6% | -1.2% | +19.0% |
| 1Y | +36.9% | +32.8% | +4.1% | +26.0% |
| 3Y | +48.5% | +162.3% | -113.7% | +12.6% |
| 5Y | +107.6% | +265.0% | -157.4% | +40.4% |
| 10Y | +206.5% | +555.4% | -348.9% | +77.8% |
| All | +206.5% | +565.2% | -358.7% | +77.8% |
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