+119.1%
CIFR vs LPLA
+37.2%
+81.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.8% |
| 7D | -19.6% | +3.6% | -23.2% | -22.1% |
| 30D | -51.7% | -6.8% | -44.9% | -50.5% |
| 3M | -60.0% | -17.0% | -43.0% | -55.6% |
| 6M | -68.2% | +1.8% | -70.1% | -71.0% |
| YTD | -55.8% | -13.4% | -42.4% | -53.2% |
| 1Y | -66.8% | -17.5% | -49.3% | -63.1% |
| 3Y | +119.1% | +36.5% | +82.7% | +68.4% |
| All | +119.1% | +37.2% | +81.9% | +68.4% |
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