+70.7%
CIFR vs LHX
+62.9%
+7.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -8.2% |
| 7D | +11.3% | -3.7% | +15.0% | +12.3% |
| 30D | +3.5% | -13.2% | +16.6% | +6.8% |
| 3M | -26.6% | -18.4% | -8.3% | -23.7% |
| 6M | +18.1% | -32.0% | +50.1% | +31.0% |
| YTD | +14.5% | -13.6% | +28.1% | +18.2% |
| 1Y | +83.3% | -6.0% | +89.3% | +85.1% |
| 3Y | +461.5% | +57.9% | +403.5% | +417.2% |
| 5Y | +29.3% | +19.2% | +10.1% | +18.4% |
| All | +70.7% | +62.9% | +7.8% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling