+515.0%
CIFR vs LPLA
+50.5%
+464.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.9% | +6.4% |
| 7D | +26.7% | -2.1% | +28.8% | +28.8% |
| 30D | +7.7% | -3.3% | +11.1% | +9.8% |
| 3M | -23.8% | +23.5% | -47.3% | -37.8% |
| 6M | +35.9% | +12.0% | +23.9% | +20.1% |
| YTD | +25.4% | -1.7% | +27.1% | +24.6% |
| 1Y | +139.8% | +3.2% | +136.5% | +125.6% |
| 3Y | +515.0% | +46.2% | +468.7% | +415.8% |
| All | +515.0% | +50.5% | +464.5% | +415.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling