+41.2%
LVS vs CASY
+4,748.6%
-4,707.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +6.7% | +5.0% | +1.7% | +4.7% |
| 30D | +13.8% | +8.2% | +5.6% | +10.2% |
| 3M | -9.5% | -18.2% | +8.7% | -3.0% |
| 6M | -22.0% | -18.6% | -3.4% | -17.8% |
| YTD | -35.7% | +26.8% | -62.5% | -43.8% |
| 1Y | -36.7% | +31.6% | -68.3% | -45.7% |
| 3Y | -8.8% | +156.5% | -165.4% | -43.7% |
| 5Y | +9.5% | +258.6% | -249.1% | -43.3% |
| 10Y | -10.9% | +550.3% | -561.2% | -66.9% |
| All | +41.2% | +4,748.6% | -4,707.4% | -81.5% |
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