-71.1%
CIFR vs LMT
+26.0%
-97.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.9% | -13.1% | -19.3% |
| 7D | -26.7% | -5.5% | -21.2% | -26.1% |
| 30D | -58.0% | +17.5% | -75.5% | -58.1% |
| 3M | -68.1% | +1.6% | -69.7% | -67.4% |
| 6M | -63.7% | +16.3% | -80.0% | -64.5% |
| YTD | -56.0% | +25.3% | -81.2% | -58.2% |
| 1Y | -71.1% | +25.9% | -97.0% | -73.0% |
| All | -71.1% | +26.0% | -97.1% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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