  We have measured the resistivity, optical conductivity, and magnetic
susceptibility of LaSb$_2$ to search for clues as to the cause of the
extraordinarily large linear magnetoresistance and to explore the properties of
the superconducting state. We find no evidence in the optical conductivity for
the formation of a charge density wave state above 20 K despite the highly
layered crystal structure. In addition, only small changes to the optical
reflectivity with magnetic field are observed indicating that the MR is due to
scattering rate, not charge density, variations with field. Although a
superconducting ground state was previously reported below a critical
temperature of 0.4 K, we observe, at ambient pressure, a fragile
superconducting transition with an onset at 2.5 K. In crystalline samples, we
find a high degree of variability with a minority of samples displaying a full
Meissner fraction below 0.2 K and fluctuations apparent up to 2.5 K. The
application of pressure stabilizes the superconducting transition and reduces
the anisotropy of the superconducting phase.
