+79.2%
CIFR vs LBRT
+185.6%
-106.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.8% |
| 7D | +16.9% | +8.7% | +8.2% | +15.1% |
| 30D | -5.2% | +6.6% | -11.8% | -6.3% |
| 3M | -30.6% | -34.5% | +3.9% | -25.4% |
| 6M | +10.6% | -24.5% | +35.1% | +14.7% |
| YTD | +20.2% | +12.7% | +7.5% | +15.4% |
| 1Y | +139.7% | +94.8% | +44.9% | +109.1% |
| 3Y | +489.4% | +31.9% | +457.5% | +446.0% |
| 5Y | +54.4% | +111.8% | -57.4% | +43.4% |
| All | +79.2% | +185.6% | -106.4% | +63.9% |
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 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