-9.5%
LVS vs CASY
+555.0%
-564.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -0.8% | +3.6% | -4.4% | -1.7% |
| 30D | +10.0% | +9.1% | +0.9% | +7.4% |
| 3M | -11.0% | -16.5% | +5.5% | -7.2% |
| 6M | -20.1% | -19.7% | -0.4% | -16.5% |
| YTD | -36.3% | +29.3% | -65.6% | -42.5% |
| 1Y | -36.8% | +33.1% | -70.0% | -43.6% |
| 3Y | -9.5% | +158.5% | -168.1% | -37.1% |
| 5Y | +9.3% | +266.7% | -257.4% | -34.7% |
| All | -9.5% | +555.0% | -564.5% | -54.6% |
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