+61.0%
CIFR vs LMT
+63.0%
-2.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -5.6% |
| 7D | -8.2% | -0.5% | -7.7% | -8.3% |
| 30D | -7.4% | -10.8% | +3.4% | -7.8% |
| 3M | -24.2% | +1.6% | -25.8% | -24.1% |
| 6M | +14.2% | -17.6% | +31.7% | +14.0% |
| YTD | +8.0% | +11.6% | -3.6% | +9.9% |
| 1Y | +55.5% | +17.2% | +38.3% | +59.4% |
| 3Y | +429.6% | +35.7% | +393.8% | +462.8% |
| 5Y | +20.8% | +75.2% | -54.4% | +33.0% |
| All | +61.0% | +63.0% | -2.0% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling