-67.7%
CIFR vs LNT
+3.5%
-71.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.4% |
| 7D | +4.8% | +1.0% | +3.8% | +6.1% |
| 30D | -31.0% | +9.6% | -40.6% | -24.4% |
| 3M | -58.7% | +5.4% | -64.1% | -56.1% |
| 6M | -67.7% | +3.1% | -70.8% | -68.0% |
| All | -67.7% | +3.5% | -71.2% | -68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling