+109.8%
LBRT vs CASY
+276.6%
-166.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +8.7% | +0.1% | +8.7% | +8.7% |
| 30D | +6.6% | -11.3% | +18.0% | +9.0% |
| 3M | -34.5% | -0.6% | -33.8% | -35.0% |
| 6M | -24.5% | +10.7% | -35.2% | -27.2% |
| YTD | +12.7% | +37.1% | -24.4% | +2.9% |
| 1Y | +94.8% | +52.3% | +42.5% | +72.4% |
| 3Y | +31.9% | +215.2% | -183.3% | -5.3% |
| All | +109.8% | +276.6% | -166.8% | +59.6% |
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 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