+438.7%
CTAS vs LBRT
+33.5%
+405.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.8% | +8.7% | -10.6% | -2.7% |
| 30D | -0.2% | +6.6% | -6.8% | -1.0% |
| 3M | +11.7% | -34.5% | +46.2% | +16.0% |
| 6M | +0.7% | -24.5% | +25.2% | +2.4% |
| YTD | +7.4% | +12.7% | -5.3% | +3.6% |
| 1Y | -2.1% | +94.8% | -96.9% | -12.8% |
| 3Y | +62.9% | +31.9% | +31.1% | +47.6% |
| 5Y | +111.9% | +111.8% | +0.1% | +72.8% |
| All | +438.7% | +33.5% | +405.2% | +270.3% |
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