+29.3%
CIFR vs LH
+28.2%
+1.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -7.7% |
| 7D | +11.3% | -3.2% | +14.5% | +14.4% |
| 30D | +3.5% | +0.1% | +3.3% | +3.3% |
| 3M | -26.6% | +18.6% | -45.3% | -37.9% |
| 6M | +18.1% | +17.9% | +0.2% | -0.1% |
| YTD | +14.5% | +28.9% | -14.4% | -11.7% |
| 1Y | +83.3% | +16.6% | +66.7% | +54.0% |
| 3Y | +461.5% | +63.6% | +397.9% | +238.0% |
| 5Y | +29.3% | +30.0% | -0.7% | -17.2% |
| All | +29.3% | +28.2% | +1.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling