-31.2%
CIFR vs LCID
-96.3%
+65.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +0.8% |
| 7D | -0.7% | +20.0% | -20.7% | -7.3% |
| 30D | -49.6% | -5.0% | -44.6% | -49.2% |
| 3M | -60.4% | -48.9% | -11.5% | -50.8% |
| 6M | -66.9% | -43.2% | -23.6% | -62.6% |
| YTD | -53.9% | -65.9% | +12.1% | -38.4% |
| 1Y | -67.1% | -79.2% | +12.1% | -47.9% |
| 3Y | +118.3% | -90.4% | +208.7% | +303.5% |
| 5Y | -26.9% | -99.2% | +72.3% | +125.3% |
| All | -31.2% | -96.3% | +65.1% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling