-13.0%
CIFR vs LH
+61.0%
-74.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.6% |
| 7D | +9.4% | +1.2% | +8.2% | +8.7% |
| 30D | -45.3% | +18.0% | -63.3% | -52.6% |
| 3M | -58.7% | +15.7% | -74.4% | -63.7% |
| 6M | -64.9% | +46.6% | -111.6% | -75.7% |
| YTD | -51.8% | +49.5% | -101.3% | -67.4% |
| 1Y | -61.9% | +40.2% | -102.1% | -72.6% |
| 3Y | +138.6% | +87.6% | +51.0% | +27.3% |
| 5Y | -13.0% | +59.3% | -72.2% | -51.7% |
| All | -13.0% | +61.0% | -74.0% | -51.7% |
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