+29.3%
CIFR vs LMT
+71.0%
-41.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -8.8% |
| 7D | +11.3% | -1.3% | +12.7% | +11.3% |
| 30D | +3.5% | -12.5% | +16.0% | +2.9% |
| 3M | -26.6% | -0.5% | -26.2% | -26.6% |
| 6M | +18.1% | -20.0% | +38.1% | +17.9% |
| YTD | +14.5% | +10.4% | +4.1% | +16.6% |
| 1Y | +83.3% | +17.7% | +65.6% | +88.6% |
| 3Y | +461.5% | +34.3% | +427.2% | +500.6% |
| 5Y | +29.3% | +71.8% | -42.5% | +64.0% |
| All | +29.3% | +71.0% | -41.7% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling