+274.3%
LTH vs CASY
+154.1%
+120.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +16.3% | +8.7% | +7.7% | +14.0% |
| 3M | +8.4% | -17.3% | +25.7% | +13.0% |
| 6M | +40.3% | -19.7% | +60.0% | +46.7% |
| YTD | +77.3% | +24.8% | +52.4% | +58.5% |
| 1Y | +88.0% | +31.9% | +56.1% | +64.4% |
| 3Y | +274.3% | +155.4% | +118.9% | +145.0% |
| All | +274.3% | +154.1% | +120.2% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling