-23.6%
CIFR vs LTH
+183.0%
-206.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.3% |
| 7D | -0.7% | +7.0% | -7.7% | -5.7% |
| 30D | -49.6% | +15.4% | -65.1% | -54.6% |
| 3M | -60.4% | +7.0% | -67.4% | -62.8% |
| 6M | -66.9% | +46.9% | -113.7% | -75.1% |
| YTD | -53.9% | +76.4% | -130.3% | -69.3% |
| 1Y | -67.1% | +83.7% | -150.8% | -78.6% |
| 3Y | +118.3% | +248.9% | -130.6% | -3.4% |
| 5Y | -26.9% | +141.8% | -168.7% | -68.5% |
| All | -23.6% | +183.0% | -206.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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