-10.9%
LVS vs CASY
+539.5%
-550.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +6.7% | +5.0% | +1.7% | +5.4% |
| 30D | +13.8% | +8.2% | +5.6% | +11.4% |
| 3M | -9.5% | -18.2% | +8.7% | -5.1% |
| 6M | -22.0% | -18.6% | -3.4% | -18.9% |
| YTD | -35.7% | +26.8% | -62.5% | -41.6% |
| 1Y | -36.7% | +31.6% | -68.3% | -43.2% |
| 3Y | -8.8% | +156.5% | -165.4% | -36.5% |
| 5Y | +9.5% | +258.6% | -249.1% | -34.0% |
| 10Y | -10.9% | +550.3% | -561.2% | -56.4% |
| All | -10.9% | +539.5% | -550.4% | -56.4% |
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