+139.3%
LTH vs CASY
+288.2%
-148.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.7% |
| 7D | +1.5% | -4.4% | +5.9% | +3.1% |
| 30D | -3.1% | -12.0% | +9.0% | +1.1% |
| 3M | +28.1% | -2.3% | +30.5% | +26.8% |
| 6M | +67.4% | +10.5% | +56.9% | +56.3% |
| YTD | +59.8% | +33.0% | +26.8% | +37.3% |
| 1Y | +45.6% | +41.1% | +4.5% | +21.4% |
| 3Y | +162.0% | +207.5% | -45.5% | +46.1% |
| All | +139.3% | +288.2% | -148.9% | +14.2% |
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