+164.2%
LTH vs CASY
+266.7%
-102.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +7.0% | +3.6% | +3.4% | +5.8% |
| 30D | +15.4% | +7.2% | +8.2% | +12.8% |
| 3M | +7.0% | -16.9% | +24.0% | +13.2% |
| 6M | +46.9% | -19.3% | +66.2% | +55.4% |
| YTD | +76.4% | +25.6% | +50.8% | +53.7% |
| 1Y | +83.7% | +30.2% | +53.6% | +57.3% |
| 3Y | +248.9% | +154.9% | +94.0% | +112.1% |
| 5Y | +141.8% | +252.1% | -110.3% | +15.8% |
| All | +164.2% | +266.7% | -102.5% | +27.9% |
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