+119.5%
CTAS vs LBRT
+22.2%
+97.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.7% |
| 7D | -0.8% | -1.9% | +1.1% | -0.7% |
| 30D | +10.7% | -32.0% | +42.8% | +12.5% |
| 3M | +11.0% | -39.7% | +50.7% | +13.4% |
| 6M | +38.7% | -61.1% | +99.8% | +45.4% |
| YTD | +21.8% | -29.4% | +51.1% | +20.9% |
| 1Y | +23.6% | -24.5% | +48.0% | +21.8% |
| 3Y | +74.9% | -28.1% | +103.0% | +67.4% |
| 5Y | +119.5% | +23.9% | +95.6% | +99.0% |
| All | +119.5% | +22.2% | +97.2% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling