+802.4%
LNG vs CASY
+550.0%
+252.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | +10.9% | +2.5% | +8.5% | +10.4% |
| 30D | +8.1% | +10.2% | -2.1% | +5.8% |
| 3M | +15.7% | -15.7% | +31.4% | +19.5% |
| 6M | +27.2% | -18.4% | +45.6% | +31.7% |
| YTD | +60.7% | +28.3% | +32.4% | +48.6% |
| 1Y | +46.3% | +32.6% | +13.7% | +33.9% |
| 3Y | +85.6% | +159.5% | -73.9% | +40.1% |
| 5Y | +211.6% | +263.9% | -52.3% | +110.6% |
| All | +802.4% | +550.0% | +252.4% | +411.4% |
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 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