+550.0%
LNG vs CASY
+453.5%
+96.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -4.7% | -18.6% | +13.9% | -0.6% |
| 30D | +3.8% | -26.6% | +30.5% | +10.7% |
| 3M | +16.2% | -32.8% | +48.9% | +26.1% |
| 6M | +11.7% | -10.0% | +21.7% | +12.5% |
| YTD | +44.2% | +11.6% | +32.6% | +37.5% |
| 1Y | +18.6% | +11.5% | +7.1% | +12.8% |
| 3Y | +77.4% | +160.7% | -83.3% | +32.0% |
| 5Y | +232.3% | +232.4% | -0.2% | +127.9% |
| All | +550.0% | +453.5% | +96.5% | +278.2% |
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