-71.1%
CIFR vs LCID
-79.4%
+8.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +11.6% | -31.5% | -23.6% |
| 7D | -26.7% | -1.2% | -25.5% | -26.8% |
| 30D | -58.0% | -19.2% | -38.8% | -55.2% |
| 3M | -68.1% | -56.7% | -11.4% | -58.4% |
| 6M | -63.7% | -49.6% | -14.0% | -56.8% |
| YTD | -56.0% | -68.1% | +12.2% | -29.4% |
| 1Y | -71.1% | -79.4% | +8.3% | -38.1% |
| All | -71.1% | -79.4% | +8.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1y: compounded portfolio wealth divided by compounded LCID 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…
1y analysis · Full analysis span regression · 6 months rolling