+505.4%
CTAS vs LBRT
-19.0%
+524.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +1.3% |
| 7D | +0.7% | -15.7% | +16.4% | +2.2% |
| 30D | +11.3% | -34.3% | +45.6% | +15.5% |
| 3M | +11.4% | -40.6% | +52.1% | +16.7% |
| 6M | +35.6% | -62.0% | +97.6% | +48.0% |
| YTD | +20.7% | -31.6% | +52.3% | +21.7% |
| 1Y | +22.8% | -25.8% | +48.6% | +22.4% |
| 3Y | +73.4% | -30.4% | +103.8% | +67.8% |
| 5Y | +117.6% | +18.7% | +98.9% | +88.8% |
| All | +505.4% | -19.0% | +524.4% | +335.2% |
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