+68.7%
CIFR vs LDOS
+32.3%
+36.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +18.2% |
| 7D | -10.2% | -7.2% | -3.0% | -9.6% |
| 30D | -55.0% | +16.8% | -71.9% | -57.1% |
| 3M | -64.1% | -1.6% | -62.5% | -64.5% |
| 6M | -70.1% | -1.0% | -69.2% | -70.2% |
| YTD | -55.7% | -25.8% | -29.9% | -48.3% |
| 1Y | -69.9% | -31.1% | -38.8% | -63.1% |
| 3Y | +68.7% | +32.8% | +35.9% | +38.2% |
| All | +68.7% | +32.3% | +36.4% | +38.2% |
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