+39.0%
LVS vs CASY
+4,704.5%
-4,665.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | +5.2% | +3.6% | +1.6% | +3.8% |
| 30D | +12.0% | +7.2% | +4.8% | +8.8% |
| 3M | -11.5% | -16.9% | +5.4% | -5.8% |
| 6M | -23.2% | -19.3% | -3.9% | -18.8% |
| YTD | -36.7% | +25.6% | -62.3% | -44.5% |
| 1Y | -36.8% | +30.2% | -66.9% | -45.6% |
| 3Y | -10.5% | +154.9% | -165.4% | -44.6% |
| 5Y | +5.1% | +252.1% | -247.0% | -45.2% |
| 10Y | -14.0% | +535.8% | -549.8% | -67.7% |
| All | +39.0% | +4,704.5% | -4,665.5% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling