+33.5%
LBRT vs CASY
+565.8%
-532.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +8.3% | +0.1% | +8.2% | +8.2% |
| 30D | +6.1% | -11.3% | +17.5% | +10.9% |
| 3M | -34.8% | -0.6% | -34.1% | -35.9% |
| 6M | -24.8% | +10.7% | -35.5% | -30.0% |
| YTD | +12.2% | +37.1% | -24.9% | -5.1% |
| 1Y | +94.0% | +52.3% | +41.7% | +55.2% |
| 3Y | +31.3% | +215.2% | -183.9% | -29.4% |
| 5Y | +111.8% | +276.5% | -164.7% | +0.8% |
| All | +33.5% | +565.8% | -532.3% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling