+503.9%
CIFR vs LYFT
+39.4%
+464.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.7% |
| 7D | -5.0% | -8.4% | +3.4% | -0.5% |
| 30D | -5.7% | -7.6% | +1.9% | -2.2% |
| 3M | -25.5% | +11.7% | -37.3% | -32.3% |
| 6M | +19.4% | +15.1% | +4.3% | +5.8% |
| YTD | +14.2% | -20.9% | +35.1% | +23.8% |
| 1Y | +69.0% | -16.4% | +85.4% | +73.9% |
| 3Y | +503.9% | +35.2% | +468.7% | +312.9% |
| All | +503.9% | +39.4% | +464.5% | +312.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling