+1,751.4%
LSCC vs CASY
+505.6%
+1,245.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -9.7% | -11.3% | +1.7% | -5.9% |
| 3M | -23.7% | -0.6% | -23.1% | -25.3% |
| 6M | +26.5% | +10.7% | +15.8% | +18.9% |
| YTD | +57.5% | +37.1% | +20.4% | +35.7% |
| 1Y | +75.7% | +52.3% | +23.4% | +44.1% |
| 3Y | +19.5% | +215.2% | -195.7% | -29.5% |
| 5Y | +83.8% | +276.5% | -192.7% | -0.4% |
| All | +1,751.4% | +505.6% | +1,245.8% | +743.4% |
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