-30.7%
CIFR vs LNT
+63.4%
-94.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | -31.0% | +9.6% | -40.6% | -32.6% |
| 3M | -58.7% | +5.4% | -64.1% | -59.3% |
| 6M | -67.7% | +3.1% | -70.8% | -68.2% |
| YTD | -53.5% | +16.5% | -70.0% | -55.9% |
| 1Y | -54.1% | +12.3% | -66.4% | -55.9% |
| 3Y | +138.2% | +70.3% | +67.9% | +99.0% |
| 5Y | -18.5% | +56.4% | -74.9% | -30.9% |
| All | -30.7% | +63.4% | -94.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling