+61.0%
CIFR vs LNT
+48.5%
+12.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.5% |
| 7D | -8.2% | -1.1% | -7.1% | -7.9% |
| 30D | -7.4% | -1.9% | -5.4% | -6.8% |
| 3M | -24.2% | -7.2% | -17.0% | -23.1% |
| 6M | +14.2% | -3.9% | +18.1% | +14.3% |
| YTD | +8.0% | +5.9% | +2.1% | +5.0% |
| 1Y | +55.5% | +8.4% | +47.1% | +50.5% |
| 3Y | +429.6% | +46.6% | +383.0% | +360.7% |
| 5Y | +20.8% | +32.4% | -11.7% | +4.1% |
| All | +61.0% | +48.5% | +12.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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