0.0%
LVS vs CASY
+468.0%
-468.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.8% | +2.3% |
| 7D | -2.7% | -16.5% | +13.8% | +1.7% |
| 30D | -4.7% | -26.4% | +21.7% | +2.9% |
| 3M | -15.6% | -17.3% | +1.7% | -12.5% |
| 6M | -18.6% | -5.2% | -13.4% | -19.5% |
| YTD | -32.3% | +14.1% | -46.3% | -36.6% |
| 1Y | -18.0% | +16.6% | -34.6% | -24.2% |
| 3Y | -5.8% | +163.7% | -169.5% | -35.7% |
| 5Y | +5.7% | +231.3% | -225.6% | -34.9% |
| 10Y | 0.0% | +462.9% | -462.9% | -46.8% |
| All | 0.0% | +468.0% | -468.0% | -46.8% |
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