+487.4%
CIFR vs LBRT
+25.4%
+462.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +16.9% | +8.3% | +8.7% | +13.3% |
| 30D | -5.2% | +6.1% | -11.3% | -7.5% |
| 3M | -30.6% | -34.8% | +4.2% | -19.1% |
| 6M | +10.6% | -24.8% | +35.4% | +18.6% |
| YTD | +20.2% | +12.2% | +8.0% | +6.7% |
| 1Y | +139.7% | +94.0% | +45.7% | +63.7% |
| All | +487.4% | +25.4% | +462.0% | +426.7% |
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