-25.3%
CIFR vs LPLA
+93.2%
-118.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.6% |
| 7D | -19.6% | +3.6% | -23.2% | -21.3% |
| 30D | -51.7% | -6.8% | -44.9% | -50.9% |
| 3M | -60.0% | -17.0% | -43.0% | -57.1% |
| 6M | -68.2% | +1.8% | -70.1% | -69.9% |
| YTD | -55.8% | -13.4% | -42.4% | -53.9% |
| 1Y | -66.8% | -17.5% | -49.3% | -64.3% |
| 3Y | +119.1% | +36.5% | +82.7% | +100.4% |
| 5Y | -25.3% | +92.6% | -117.9% | -47.3% |
| All | -25.3% | +93.2% | -118.5% | -47.3% |
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