+51.0%
CIFR vs LII
+25.3%
+25.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.2% |
| 7D | +16.9% | -0.7% | +17.7% | +17.8% |
| 30D | -5.2% | -12.6% | +7.4% | +5.0% |
| 3M | -30.6% | -24.4% | -6.1% | -16.6% |
| 6M | +10.6% | -28.7% | +39.3% | +39.6% |
| YTD | +20.2% | -19.1% | +39.3% | +34.8% |
| 1Y | +139.7% | -29.7% | +169.4% | +199.2% |
| 3Y | +489.4% | +4.8% | +484.6% | +413.2% |
| All | +51.0% | +25.3% | +25.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling