-11.3%
LVS vs CASY
+565.2%
-576.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.0% |
| 7D | -1.3% | +5.8% | -7.1% | -2.7% |
| 30D | +12.2% | +10.7% | +1.5% | +9.2% |
| 3M | -11.3% | -13.9% | +2.6% | -8.2% |
| 6M | -21.6% | -18.4% | -3.2% | -18.4% |
| YTD | -36.6% | +29.6% | -66.2% | -42.8% |
| 1Y | -38.4% | +32.8% | -71.2% | -44.9% |
| 3Y | -10.2% | +162.3% | -172.4% | -37.8% |
| 5Y | +9.4% | +265.0% | -255.6% | -34.4% |
| 10Y | -11.3% | +555.4% | -566.7% | -56.3% |
| All | -11.3% | +565.2% | -576.5% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling