+183.1%
LNT vs CASY
+555.0%
-371.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.0% | +3.6% | -2.5% | +0.3% |
| 30D | +9.6% | +9.1% | +0.5% | +7.5% |
| 3M | +5.4% | -16.5% | +21.9% | +9.2% |
| 6M | +3.1% | -19.7% | +22.8% | +7.1% |
| YTD | +16.5% | +29.3% | -12.8% | +7.4% |
| 1Y | +12.3% | +33.1% | -20.8% | +2.6% |
| 3Y | +70.3% | +158.5% | -88.2% | +27.9% |
| 5Y | +56.4% | +266.7% | -210.3% | +4.5% |
| All | +183.1% | +555.0% | -371.9% | +66.3% |
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