+162.1%
LTH vs CASY
+277.2%
-115.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -1.3% | +3.6% | -4.8% | -2.4% |
| 30D | +15.7% | +9.1% | +6.6% | +12.4% |
| 3M | +5.0% | -16.5% | +21.5% | +11.0% |
| 6M | +37.7% | -19.7% | +57.4% | +46.4% |
| YTD | +75.0% | +29.3% | +45.8% | +51.1% |
| 1Y | +82.6% | +33.1% | +49.5% | +55.3% |
| 3Y | +241.3% | +158.5% | +82.8% | +107.1% |
| 5Y | +135.4% | +266.7% | -131.3% | +11.7% |
| All | +162.1% | +277.2% | -115.2% | +25.7% |
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