+87.6%
LTH vs CASY
+30.1%
+57.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | +7.0% | +3.6% | +3.4% | +6.5% |
| 30D | +15.4% | +7.2% | +8.2% | +14.6% |
| 3M | +7.0% | -16.9% | +24.0% | +8.5% |
| 6M | +46.9% | -19.3% | +66.2% | +49.6% |
| YTD | +76.4% | +25.6% | +50.8% | +60.9% |
| All | +87.6% | +30.1% | +57.5% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling