-28.2%
CIFR vs LDOS
+66.8%
-94.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.4% | +11.3% | +9.1% |
| 7D | +9.4% | -1.3% | +10.7% | +9.4% |
| 30D | -45.3% | +10.1% | -55.4% | -46.3% |
| 3M | -58.7% | -4.7% | -54.0% | -58.7% |
| 6M | -64.9% | +5.6% | -70.5% | -65.6% |
| YTD | -51.8% | -25.1% | -26.7% | -48.1% |
| 1Y | -61.9% | -31.7% | -30.2% | -58.0% |
| 3Y | +138.6% | +33.7% | +104.9% | +146.3% |
| 5Y | -13.0% | +54.4% | -67.3% | -13.4% |
| All | -28.2% | +66.8% | -94.9% | -27.8% |
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