+79.2%
CIFR vs LDOS
+65.2%
+14.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +16.9% | -5.4% | +22.4% | +17.9% |
| 30D | -5.2% | +4.9% | -10.1% | -6.4% |
| 3M | -30.6% | +7.2% | -37.8% | -31.9% |
| 6M | +10.6% | -24.2% | +34.8% | +18.9% |
| YTD | +20.2% | -25.8% | +46.0% | +30.3% |
| 1Y | +139.7% | -24.7% | +164.4% | +160.7% |
| 3Y | +489.4% | +39.3% | +450.1% | +513.0% |
| 5Y | +54.4% | +43.3% | +11.1% | +57.7% |
| All | +79.2% | +65.2% | +14.0% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling