-22.5%
LBRT vs CASY
+506.1%
-528.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.6% | +5.5% |
| 7D | -29.1% | +1.1% | -30.2% | -29.5% |
| 30D | -38.4% | +8.7% | -47.1% | -40.5% |
| 3M | -40.1% | -17.3% | -22.7% | -36.6% |
| 6M | -62.9% | -19.7% | -43.2% | -60.9% |
| YTD | -34.5% | +24.8% | -59.4% | -43.5% |
| 1Y | -30.2% | +31.9% | -62.1% | -41.4% |
| 3Y | -37.5% | +155.4% | -192.8% | -63.2% |
| 5Y | +7.6% | +250.6% | -243.0% | -48.4% |
| All | -22.5% | +506.1% | -528.6% | -70.8% |
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