+509.3%
CTAS vs LBRT
-15.3%
+524.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +2.0% | +9.2% | -7.2% | +1.0% |
| 30D | +8.7% | -27.5% | +36.2% | +11.7% |
| 3M | +13.3% | -37.9% | +51.2% | +18.1% |
| 6M | +39.4% | -60.7% | +100.1% | +51.6% |
| YTD | +21.5% | -28.5% | +50.0% | +22.0% |
| 1Y | +21.9% | -13.2% | +35.1% | +19.3% |
| 3Y | +73.6% | -28.8% | +102.4% | +67.7% |
| 5Y | +116.2% | +28.0% | +88.3% | +85.9% |
| All | +509.3% | -15.3% | +524.7% | +336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling