-10.5%
LVS vs CASY
+155.2%
-165.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.4% |
| 7D | +5.2% | +3.6% | +1.6% | +4.9% |
| 30D | +12.0% | +7.2% | +4.8% | +11.3% |
| 3M | -11.5% | -16.9% | +5.4% | -10.3% |
| 6M | -23.2% | -19.3% | -3.9% | -21.8% |
| YTD | -36.7% | +25.6% | -62.3% | -39.0% |
| 1Y | -36.8% | +30.2% | -66.9% | -39.4% |
| 3Y | -10.5% | +154.9% | -165.4% | -28.2% |
| All | -10.5% | +155.2% | -165.7% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling