+6.5%
LBRT vs CASY
+250.1%
-243.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.6% | +5.4% |
| 7D | -29.1% | +1.1% | -30.2% | -29.3% |
| 30D | -38.4% | +8.7% | -47.1% | -39.3% |
| 3M | -40.1% | -17.3% | -22.7% | -38.4% |
| 6M | -62.9% | -19.7% | -43.2% | -61.8% |
| YTD | -34.5% | +24.8% | -59.4% | -39.3% |
| 1Y | -30.2% | +31.9% | -62.1% | -36.3% |
| 3Y | -37.5% | +155.4% | -192.8% | -52.0% |
| All | +6.5% | +250.1% | -243.6% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling