+12,638.2%
LMT vs CASY
+33,247.3%
-20,609.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.6% |
| 7D | -8.5% | +3.6% | -12.1% | -9.0% |
| 30D | +15.4% | +7.2% | +8.2% | +14.4% |
| 3M | +0.7% | -16.9% | +17.6% | +2.8% |
| 6M | +17.6% | -19.3% | +36.9% | +20.0% |
| YTD | +23.8% | +25.6% | -1.8% | +19.3% |
| 1Y | +31.6% | +30.2% | +1.5% | +26.2% |
| 3Y | +44.0% | +154.9% | -110.9% | +25.4% |
| 5Y | +98.8% | +252.1% | -153.3% | +65.0% |
| 10Y | +202.1% | +535.8% | -333.7% | +131.7% |
| All | +12,638.2% | +33,247.3% | -20,609.1% | +7,111.4% |
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