+76.0%
CTAS vs LBRT
-38.0%
+114.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.8% |
| 7D | +1.2% | -29.1% | +30.3% | +1.4% |
| 30D | +12.8% | -38.4% | +51.1% | +13.4% |
| 3M | +10.3% | -40.1% | +50.3% | +10.9% |
| 6M | +32.0% | -62.9% | +94.9% | +35.1% |
| YTD | +19.1% | -34.5% | +53.7% | +17.2% |
| 1Y | +21.5% | -30.2% | +51.7% | +18.8% |
| 3Y | +76.0% | -37.5% | +113.5% | +66.9% |
| All | +76.0% | -38.0% | +114.0% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling