+182.5%
LNT vs CASY
+539.5%
-357.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.6% | +5.0% | -3.4% | +0.5% |
| 30D | +12.1% | +8.2% | +3.9% | +10.1% |
| 3M | +8.2% | -18.2% | +26.4% | +12.6% |
| 6M | +3.6% | -18.6% | +22.2% | +7.2% |
| YTD | +16.2% | +26.8% | -10.6% | +7.6% |
| 1Y | +12.8% | +31.6% | -18.8% | +3.3% |
| 3Y | +66.5% | +156.5% | -90.0% | +25.2% |
| 5Y | +53.8% | +258.6% | -204.8% | +3.4% |
| 10Y | +182.5% | +550.3% | -367.7% | +65.2% |
| All | +182.5% | +539.5% | -357.0% | +65.2% |
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