+51.0%
CIFR vs LCID
-97.6%
+148.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.4% |
| 7D | +16.9% | -6.6% | +23.5% | +20.3% |
| 30D | -5.2% | -30.1% | +25.0% | +10.5% |
| 3M | -30.6% | -17.6% | -13.0% | -30.7% |
| 6M | +10.6% | -54.4% | +65.0% | +41.9% |
| YTD | +20.2% | -55.7% | +75.9% | +56.3% |
| 1Y | +139.7% | -71.0% | +210.8% | +276.5% |
| 3Y | +489.4% | -92.6% | +582.0% | +1,388.5% |
| All | +51.0% | -97.6% | +148.6% | +474.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling