+1,490.3%
LSCC vs CASY
+565.2%
+925.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.1% | +9.6% |
| 7D | +14.5% | +5.8% | +8.7% | +12.3% |
| 30D | -0.1% | +10.7% | -10.8% | -3.9% |
| 3M | -2.7% | -13.9% | +11.2% | +1.5% |
| 6M | -4.8% | -18.4% | +13.6% | -0.3% |
| YTD | +66.9% | +29.6% | +37.2% | +44.6% |
| 1Y | +85.8% | +32.8% | +53.0% | +59.1% |
| 3Y | +115.6% | +162.3% | -46.7% | +34.5% |
| 5Y | +48.8% | +265.0% | -216.2% | -20.7% |
| 10Y | +1,490.3% | +555.4% | +934.9% | +595.5% |
| All | +1,490.3% | +565.2% | +925.1% | +595.5% |
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