-27.8%
CIFR vs LDOS
+63.3%
-91.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.7% |
| 7D | +28.8% | -3.5% | +32.3% | +29.1% |
| 30D | -36.9% | +9.5% | -46.5% | -38.2% |
| 3M | -60.0% | -6.3% | -53.7% | -60.0% |
| 6M | -64.4% | +2.8% | -67.2% | -65.0% |
| YTD | -51.6% | -26.6% | -24.9% | -47.8% |
| 1Y | -58.9% | -31.3% | -27.6% | -54.8% |
| 3Y | +139.9% | +30.9% | +109.0% | +148.1% |
| 5Y | -15.1% | +49.4% | -64.5% | -15.1% |
| All | -27.8% | +63.3% | -91.1% | -27.3% |
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