+4,437.6%
LUV vs CASY
+36,294.1%
-31,856.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -18.4% | -11.3% | -7.1% | -16.1% |
| 3M | -3.2% | -0.6% | -2.6% | -4.5% |
| 6M | -14.8% | +10.7% | -25.6% | -18.3% |
| YTD | -2.9% | +37.1% | -40.0% | -11.8% |
| 1Y | +29.6% | +52.3% | -22.7% | +14.3% |
| 3Y | +35.2% | +215.2% | -180.0% | -2.0% |
| 5Y | -11.7% | +276.5% | -288.2% | -39.1% |
| 10Y | +21.6% | +508.4% | -486.8% | -26.3% |
| All | +4,437.6% | +36,294.1% | -31,856.5% | +1,116.5% |
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