+143.5%
LTH vs CASY
+300.2%
-156.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -4.6% | -11.3% | +6.8% | -0.7% |
| 3M | +32.8% | -0.6% | +33.5% | +30.7% |
| 6M | +64.6% | +10.7% | +53.9% | +53.9% |
| YTD | +62.6% | +37.1% | +25.5% | +38.3% |
| 1Y | +49.9% | +52.3% | -2.4% | +21.2% |
| 3Y | +151.3% | +215.2% | -63.9% | +39.1% |
| All | +143.5% | +300.2% | -156.6% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling