+70.2%
CIFR vs LHX
+59.8%
+10.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | -5.0% | -4.3% | -0.8% | -4.0% |
| 30D | -5.7% | -15.1% | +9.4% | -2.2% |
| 3M | -25.5% | -21.0% | -4.6% | -22.0% |
| 6M | +19.4% | -32.0% | +51.4% | +32.1% |
| YTD | +14.2% | -15.3% | +29.5% | +18.3% |
| 1Y | +69.0% | -11.1% | +80.1% | +73.0% |
| 3Y | +503.9% | +54.0% | +449.9% | +459.2% |
| 5Y | +27.7% | +17.1% | +10.5% | +17.4% |
| All | +70.2% | +59.8% | +10.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling