+146.9%
CIFR vs LBRT
-28.0%
+174.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.3% | +5.6% | +7.3% |
| 7D | +9.4% | -1.9% | +11.3% | +11.0% |
| 30D | -45.3% | -32.0% | -13.3% | -34.1% |
| 3M | -58.7% | -39.7% | -19.0% | -47.6% |
| 6M | -64.9% | -61.1% | -3.9% | -47.7% |
| YTD | -51.8% | -29.4% | -22.5% | -47.3% |
| 1Y | -61.9% | -24.5% | -37.5% | -59.6% |
| All | +146.9% | -28.0% | +174.9% | +170.5% |
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