+43.0%
CIFR vs LDOS
+35.4%
+7.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.1% | -14.7% | -14.6% |
| 7D | -31.5% | -3.7% | -27.8% | -31.4% |
| 30D | -64.2% | +16.4% | -80.6% | -65.6% |
| 3M | -70.3% | +7.4% | -77.7% | -71.4% |
| 6M | -74.9% | -0.3% | -74.6% | -74.8% |
| YTD | -62.4% | -24.0% | -38.4% | -56.3% |
| 1Y | -77.5% | -29.6% | -48.0% | -72.5% |
| All | +43.0% | +35.4% | +7.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling