-2.1%
CTAS vs LBRT
+100.7%
-102.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | -1.8% | +8.3% | -10.1% | -1.5% |
| 30D | -0.2% | +6.1% | -6.3% | +0.1% |
| 3M | +11.7% | -34.8% | +46.4% | +11.4% |
| 6M | +0.7% | -24.8% | +25.5% | +0.2% |
| YTD | +7.4% | +12.2% | -4.8% | +5.3% |
| 1Y | -2.1% | +94.0% | -96.1% | -7.8% |
| All | -2.1% | +100.7% | -102.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling