+29.3%
CIFR vs LPLA
+145.5%
-116.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.6% |
| 7D | +11.3% | -1.5% | +12.9% | +12.2% |
| 30D | +3.5% | -6.0% | +9.5% | +6.5% |
| 3M | -26.6% | +21.4% | -48.0% | -34.8% |
| 6M | +18.1% | +12.1% | +6.0% | +9.4% |
| YTD | +14.5% | -1.8% | +16.3% | +14.4% |
| 1Y | +83.3% | +3.2% | +80.1% | +78.0% |
| 3Y | +461.5% | +45.9% | +415.5% | +401.4% |
| 5Y | +29.3% | +144.7% | -115.3% | -3.3% |
| All | +29.3% | +145.5% | -116.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling