+70.2%
CIFR vs LYFT
-38.6%
+108.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.8% |
| 7D | -5.0% | -8.4% | +3.4% | -1.0% |
| 30D | -5.7% | -7.6% | +1.9% | -2.5% |
| 3M | -25.5% | +11.7% | -37.3% | -31.4% |
| 6M | +19.4% | +15.1% | +4.3% | +7.8% |
| YTD | +14.2% | -20.9% | +35.1% | +22.6% |
| 1Y | +69.0% | -16.4% | +85.4% | +74.2% |
| 3Y | +503.9% | +35.2% | +468.7% | +371.3% |
| 5Y | +27.7% | -69.4% | +97.0% | +27.5% |
| All | +70.2% | -38.6% | +108.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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