-15.1%
CIFR vs LBRT
+25.3%
-40.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +28.8% | +13.8% | +15.0% | +24.2% |
| 30D | -36.9% | -32.4% | -4.6% | -29.0% |
| 3M | -60.0% | -39.9% | -20.1% | -53.5% |
| 6M | -64.4% | -60.8% | -3.5% | -54.6% |
| YTD | -51.6% | -29.3% | -22.3% | -47.6% |
| 1Y | -58.9% | -18.9% | -40.0% | -56.9% |
| 3Y | +139.9% | -28.0% | +167.9% | +149.0% |
| 5Y | -15.1% | +26.6% | -41.7% | -16.9% |
| All | -15.1% | +25.3% | -40.4% | -16.9% |
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 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