+800.2%
LNG vs CASY
+555.0%
+245.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +11.3% | +3.6% | +7.8% | +10.5% |
| 30D | +10.6% | +9.1% | +1.6% | +8.5% |
| 3M | +16.1% | -16.5% | +32.6% | +20.2% |
| 6M | +29.6% | -19.7% | +49.3% | +34.7% |
| YTD | +60.3% | +29.3% | +31.1% | +48.0% |
| 1Y | +46.1% | +33.1% | +13.0% | +33.7% |
| 3Y | +85.9% | +158.5% | -72.6% | +40.6% |
| 5Y | +210.8% | +266.7% | -55.9% | +109.7% |
| All | +800.2% | +555.0% | +245.2% | +409.3% |
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