-26.4%
LBRT vs CASY
+507.8%
-534.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.2% | -15.9% | -14.5% |
| 7D | -34.8% | +1.8% | -36.6% | -35.3% |
| 30D | -43.6% | +11.2% | -54.8% | -46.0% |
| 3M | -41.2% | -19.1% | -22.2% | -37.3% |
| 6M | -66.1% | -19.9% | -46.2% | -64.2% |
| YTD | -37.9% | +25.2% | -63.0% | -46.4% |
| 1Y | -33.9% | +31.6% | -65.5% | -44.4% |
| 3Y | -40.9% | +155.4% | -196.3% | -65.2% |
| 5Y | +2.1% | +251.5% | -249.4% | -51.0% |
| All | -26.4% | +507.8% | -534.2% | -72.3% |
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