+243.9%
LRCX vs CASY
+161.8%
+82.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.5% |
| 7D | +12.7% | +3.6% | +9.2% | +12.1% |
| 30D | -21.3% | +9.1% | -30.3% | -22.7% |
| 3M | -32.9% | -16.5% | -16.4% | -30.2% |
| 6M | -23.4% | -19.7% | -3.7% | -19.5% |
| YTD | +32.4% | +29.3% | +3.1% | +17.3% |
| 1Y | +48.0% | +33.1% | +14.9% | +29.3% |
| 3Y | +243.9% | +158.5% | +85.4% | +132.9% |
| All | +243.9% | +161.8% | +82.1% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling