-27.8%
CIFR vs LPLA
+260.7%
-288.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.8% |
| 7D | +28.8% | -2.8% | +31.6% | +30.0% |
| 30D | -36.9% | -10.2% | -26.8% | -35.2% |
| 3M | -60.0% | -22.3% | -37.7% | -56.3% |
| 6M | -64.4% | -0.5% | -63.9% | -65.8% |
| YTD | -51.6% | -17.9% | -33.7% | -48.7% |
| 1Y | -58.9% | -22.0% | -36.8% | -55.3% |
| 3Y | +139.9% | +29.4% | +110.5% | +129.2% |
| 5Y | -15.1% | +81.2% | -96.3% | -27.7% |
| All | -27.8% | +260.7% | -288.5% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling