+74.4%
LMT vs CASY
+274.3%
-199.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.4% |
| 7D | -1.5% | -4.4% | +2.8% | -1.1% |
| 30D | -8.2% | -12.0% | +3.8% | -7.1% |
| 3M | +3.7% | -2.3% | +6.1% | +3.7% |
| 6M | -19.2% | +10.5% | -29.7% | -20.6% |
| YTD | +12.9% | +33.0% | -20.2% | +8.3% |
| 1Y | +19.8% | +41.1% | -21.3% | +14.1% |
| 3Y | +37.3% | +207.5% | -170.2% | +14.8% |
| 5Y | +74.4% | +290.7% | -216.3% | +37.1% |
| All | +74.4% | +274.3% | -199.9% | +37.1% |
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