+167.7%
LTH vs CASY
+278.3%
-110.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | +0.3% | +5.8% | -5.5% | -1.6% |
| 30D | +17.7% | +10.7% | +7.0% | +13.8% |
| 3M | +8.5% | -13.9% | +22.3% | +13.4% |
| 6M | +46.9% | -18.4% | +65.4% | +55.2% |
| YTD | +78.8% | +29.6% | +49.1% | +54.2% |
| 1Y | +84.9% | +32.8% | +52.1% | +57.4% |
| 3Y | +246.4% | +162.3% | +84.1% | +108.6% |
| 5Y | +129.6% | +265.0% | -135.5% | +8.9% |
| All | +167.7% | +278.3% | -110.6% | +28.2% |
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