Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CIFR vs LPLA✓SelectedUSD · LPLACIFR vs LPLA performance historyLatest closeAs of+2.13%09/04
Stock and ETF performance explorer

CIFR vs LPLA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+139.7%
LPLA return
+0.7%
Excess return
+139.0%
Maximum drawdown
-51.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioLPLAExcessAlpha
1D+2.1%-0.3%+2.4%+2.3%
7D+16.9%-3.1%+20.0%+18.8%
30D-5.2%-0.1%-5.1%-5.5%
3M-30.6%+23.2%-53.8%-38.7%
6M+10.6%+15.5%-4.9%+2.8%
YTD+20.2%+0.9%+19.3%+23.9%
1Y+139.7%+0.2%+139.6%+148.3%
All+139.7%+0.7%+139.0%+148.3%

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