+20.8%
CIFR vs LVS
+3.5%
+17.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -4.8% |
| 7D | -8.2% | -4.3% | -3.9% | -6.0% |
| 30D | -7.4% | -6.8% | -0.6% | -4.3% |
| 3M | -24.2% | -15.6% | -8.5% | -17.3% |
| 6M | +14.2% | -20.6% | +34.8% | +28.6% |
| YTD | +8.0% | -33.4% | +41.4% | +32.7% |
| 1Y | +55.5% | -20.1% | +75.7% | +71.2% |
| 3Y | +429.6% | -7.4% | +437.0% | +412.8% |
| 5Y | +20.8% | +8.5% | +12.3% | -4.0% |
| All | +20.8% | +3.5% | +17.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling