+167.2%
LTH vs CASY
+270.0%
-102.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +6.4% | +5.0% | +1.4% | +4.7% |
| 30D | +16.7% | +8.2% | +8.6% | +13.7% |
| 3M | +11.7% | -18.2% | +29.9% | +18.8% |
| 6M | +48.5% | -18.6% | +67.1% | +56.7% |
| YTD | +78.4% | +26.8% | +51.6% | +55.0% |
| 1Y | +89.7% | +31.6% | +58.1% | +61.8% |
| 3Y | +245.6% | +156.5% | +89.1% | +109.8% |
| 5Y | +142.7% | +258.6% | -115.9% | +16.0% |
| All | +167.2% | +270.0% | -102.9% | +28.9% |
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 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