+505.7%
CIFR vs LVS
-6.8%
+512.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -7.9% |
| 7D | +11.3% | -2.7% | +14.0% | +13.0% |
| 30D | +3.5% | -4.7% | +8.2% | +5.6% |
| 3M | -26.6% | -15.6% | -11.1% | -20.0% |
| 6M | +18.1% | -18.6% | +36.7% | +31.1% |
| YTD | +14.5% | -32.3% | +46.8% | +39.3% |
| 1Y | +83.3% | -18.0% | +101.3% | +99.7% |
| All | +505.7% | -6.8% | +512.5% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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