+141.5%
LTH vs CASY
+250.1%
-108.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | +16.3% | +8.7% | +7.7% | +13.1% |
| 3M | +8.4% | -17.3% | +25.7% | +14.9% |
| 6M | +40.3% | -19.7% | +60.0% | +48.8% |
| YTD | +77.3% | +24.8% | +52.4% | +54.5% |
| 1Y | +88.0% | +31.9% | +56.1% | +59.5% |
| 3Y | +274.3% | +155.4% | +118.9% | +124.7% |
| All | +141.5% | +250.1% | -108.6% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling