-24.5%
LBRT vs CASY
+34.1%
-58.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.0% | +3.5% |
| 7D | -1.9% | +5.8% | -7.7% | -1.4% |
| 30D | -32.0% | +10.7% | -42.7% | -31.5% |
| 3M | -39.7% | -13.9% | -25.8% | -39.2% |
| 6M | -61.1% | -18.4% | -42.6% | -60.9% |
| YTD | -29.4% | +29.6% | -59.0% | -28.4% |
| 1Y | -24.5% | +32.8% | -57.3% | -23.5% |
| All | -24.5% | +34.1% | -58.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling