+85.8%
LSCC vs CASY
+34.1%
+51.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.1% | +10.4% |
| 7D | +14.5% | +5.8% | +8.7% | +14.6% |
| 30D | -0.1% | +10.7% | -10.8% | -0.1% |
| 3M | -2.7% | -13.9% | +11.2% | -0.7% |
| 6M | -4.8% | -18.4% | +13.6% | +2.6% |
| YTD | +66.9% | +29.6% | +37.2% | +57.5% |
| 1Y | +85.8% | +32.8% | +53.0% | +75.1% |
| All | +85.8% | +34.1% | +51.8% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling