+138.2%
CIFR vs LTH
+241.8%
-103.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -5.3% |
| 7D | +4.8% | -1.3% | +6.1% | +5.4% |
| 30D | -31.0% | +15.7% | -46.6% | -38.2% |
| 3M | -58.7% | +5.0% | -63.7% | -60.9% |
| 6M | -67.7% | +37.7% | -105.4% | -75.4% |
| YTD | -53.5% | +75.0% | -128.5% | -70.6% |
| 1Y | -54.1% | +82.6% | -136.7% | -71.8% |
| 3Y | +138.2% | +241.3% | -103.1% | +3.4% |
| All | +138.2% | +241.8% | -103.6% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling