-37.5%
LBRT vs CASY
+154.1%
-191.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.6% | +5.4% |
| 7D | -29.1% | +1.1% | -30.2% | -29.2% |
| 30D | -38.4% | +8.7% | -47.1% | -39.0% |
| 3M | -40.1% | -17.3% | -22.7% | -38.6% |
| 6M | -62.9% | -19.7% | -43.2% | -61.9% |
| YTD | -34.5% | +24.8% | -59.4% | -39.1% |
| 1Y | -30.2% | +31.9% | -62.1% | -36.1% |
| 3Y | -37.5% | +155.4% | -192.8% | -50.6% |
| All | -37.5% | +154.1% | -191.5% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling