-29.5%
CIFR vs LBRT
+6.0%
-35.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.4% | +12.6% | +16.3% |
| 7D | -10.2% | -29.1% | +18.9% | -0.1% |
| 30D | -55.0% | -38.4% | -16.7% | -47.9% |
| 3M | -64.1% | -40.1% | -24.0% | -58.1% |
| 6M | -70.1% | -62.9% | -7.2% | -61.2% |
| YTD | -55.7% | -34.5% | -21.1% | -50.9% |
| 1Y | -69.9% | -30.2% | -39.6% | -67.1% |
| 3Y | +68.7% | -37.5% | +106.2% | +79.2% |
| All | -29.5% | +6.0% | -35.5% | -32.4% |
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