-71.1%
CIFR vs LPLA
-16.5%
-54.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.6% | -24.6% | -21.2% |
| 7D | -26.7% | +15.7% | -42.4% | -30.8% |
| 30D | -58.0% | -6.2% | -51.8% | -56.8% |
| 3M | -68.1% | -12.0% | -56.1% | -66.3% |
| 6M | -63.7% | -2.7% | -60.9% | -63.3% |
| YTD | -56.0% | -12.5% | -43.4% | -52.0% |
| 1Y | -71.1% | -16.5% | -54.6% | -65.7% |
| All | -71.1% | -16.5% | -54.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling