-64.9%
CIFR vs LH
+47.0%
-111.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +9.0% |
| 7D | +9.4% | +1.2% | +8.2% | +9.6% |
| 30D | -45.3% | +18.0% | -63.3% | -41.3% |
| 3M | -58.7% | +15.7% | -74.4% | -56.3% |
| 6M | -64.9% | +46.6% | -111.6% | -41.9% |
| All | -64.9% | +47.0% | -111.9% | -41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling