+505.7%
CIFR vs LNT
+48.2%
+457.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.4% |
| 7D | +11.3% | +0.2% | +11.2% | +11.3% |
| 30D | +3.5% | -0.5% | +4.0% | +3.8% |
| 3M | -26.6% | -5.5% | -21.1% | -26.1% |
| 6M | +18.1% | -3.8% | +21.9% | +17.7% |
| YTD | +14.5% | +6.8% | +7.7% | +8.6% |
| 1Y | +83.3% | +9.3% | +74.0% | +73.0% |
| All | +505.7% | +48.2% | +457.5% | +321.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling