-71.1%
CIFR vs LH
+44.2%
-115.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.9% | -23.9% | -19.7% |
| 7D | -26.7% | +2.1% | -28.8% | -26.3% |
| 30D | -58.0% | +19.2% | -77.2% | -58.0% |
| 3M | -68.1% | +18.0% | -86.1% | -68.0% |
| 6M | -63.7% | +46.1% | -109.7% | -63.6% |
| YTD | -56.0% | +47.7% | -103.6% | -53.4% |
| 1Y | -71.1% | +47.2% | -118.4% | -69.5% |
| All | -71.1% | +44.2% | -115.3% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling