-33.9%
CIFR vs LDOS
+65.2%
-99.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +18.1% |
| 7D | -10.2% | -7.2% | -3.0% | -9.8% |
| 30D | -55.0% | +16.8% | -71.9% | -56.3% |
| 3M | -64.1% | -1.6% | -62.5% | -64.3% |
| 6M | -70.1% | -1.0% | -69.2% | -70.3% |
| YTD | -55.7% | -25.8% | -29.9% | -52.2% |
| 1Y | -69.9% | -31.1% | -38.8% | -66.8% |
| 3Y | +68.7% | +32.8% | +35.9% | +74.3% |
| 5Y | -26.2% | +49.4% | -75.6% | -26.1% |
| All | -33.9% | +65.2% | -99.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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