+3,155.8%
LNT vs CASY
+36,294.0%
-33,138.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -3.2% | -11.3% | +8.2% | -1.5% |
| 3M | -4.1% | -0.6% | -3.4% | -4.5% |
| 6M | -4.6% | +10.7% | -15.3% | -6.6% |
| YTD | +7.0% | +37.1% | -30.1% | +1.4% |
| 1Y | +8.3% | +52.3% | -44.0% | +0.9% |
| 3Y | +51.0% | +215.2% | -164.2% | +25.0% |
| 5Y | +30.2% | +276.5% | -246.3% | +4.3% |
| 10Y | +143.6% | +508.4% | -364.8% | +80.1% |
| All | +3,155.8% | +36,294.0% | -33,138.2% | +1,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling