-71.1%
CIFR vs LII
-26.0%
-45.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.6% | -23.5% | -21.4% |
| 7D | -26.7% | +7.9% | -34.6% | -29.9% |
| 30D | -58.0% | -0.6% | -57.4% | -58.4% |
| 3M | -68.1% | -19.3% | -48.8% | -64.4% |
| 6M | -63.7% | -29.8% | -33.8% | -57.0% |
| YTD | -56.0% | -25.4% | -30.6% | -53.0% |
| 1Y | -71.1% | -26.2% | -44.9% | -68.3% |
| All | -71.1% | -26.0% | -45.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling