+1,351.6%
LSCC vs CASY
+555.0%
+796.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -5.7% |
| 7D | +7.0% | +3.6% | +3.4% | +5.8% |
| 30D | -2.3% | +9.1% | -11.4% | -5.5% |
| 3M | -12.5% | -16.5% | +4.0% | -7.7% |
| 6M | -10.6% | -19.7% | +9.1% | -5.8% |
| YTD | +52.7% | +29.3% | +23.4% | +32.4% |
| 1Y | +74.0% | +33.1% | +40.8% | +48.7% |
| 3Y | +104.8% | +158.5% | -53.7% | +28.5% |
| 5Y | +36.2% | +266.7% | -230.5% | -27.6% |
| All | +1,351.6% | +555.0% | +796.5% | +534.7% |
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