+549.4%
LYV vs CASY
+453.5%
+95.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.8% |
| 7D | -1.9% | -18.6% | +16.7% | +5.2% |
| 30D | -8.2% | -26.6% | +18.5% | +2.3% |
| 3M | -1.3% | -32.8% | +31.5% | +13.3% |
| 6M | +2.6% | -10.0% | +12.6% | +3.6% |
| YTD | +19.4% | +11.6% | +7.8% | +10.1% |
| 1Y | -2.2% | +11.5% | -13.7% | -10.1% |
| 3Y | +106.0% | +160.7% | -54.6% | +27.3% |
| 5Y | +97.7% | +232.4% | -134.8% | +6.7% |
| All | +549.4% | +453.5% | +95.9% | +191.8% |
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 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