+79.2%
CIFR vs LH
+99.2%
-20.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.1% |
| 7D | +16.9% | -2.5% | +19.4% | +19.1% |
| 30D | -5.2% | +4.3% | -9.5% | -8.2% |
| 3M | -30.6% | +25.5% | -56.1% | -42.6% |
| 6M | +10.6% | +17.0% | -6.4% | -3.1% |
| YTD | +20.2% | +31.3% | -11.1% | -4.7% |
| 1Y | +139.7% | +20.0% | +119.8% | +102.6% |
| 3Y | +489.4% | +63.9% | +425.5% | +291.7% |
| 5Y | +54.4% | +30.9% | +23.5% | +6.7% |
| All | +79.2% | +99.2% | -20.0% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling