+61.0%
CIFR vs LH
+87.1%
-26.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | -2.5% |
| 7D | -8.2% | -7.4% | -0.8% | -2.9% |
| 30D | -7.4% | -4.6% | -2.8% | -4.2% |
| 3M | -24.2% | +14.5% | -38.7% | -32.5% |
| 6M | +14.2% | +14.8% | -0.6% | +1.0% |
| YTD | +8.0% | +23.3% | -15.3% | -10.3% |
| 1Y | +55.5% | +13.6% | +41.9% | +36.9% |
| 3Y | +429.6% | +56.3% | +373.2% | +264.7% |
| 5Y | +20.8% | +25.2% | -4.4% | -12.6% |
| All | +61.0% | +87.1% | -26.1% | +13.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling