+26.9%
CIFR vs LYFT
-69.9%
+96.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.6% |
| 7D | -5.0% | -8.4% | +3.4% | -0.5% |
| 30D | -5.7% | -7.6% | +1.9% | -2.1% |
| 3M | -25.5% | +11.7% | -37.3% | -32.1% |
| 6M | +19.4% | +15.1% | +4.3% | +6.2% |
| YTD | +14.2% | -20.9% | +35.1% | +23.4% |
| 1Y | +69.0% | -16.4% | +85.4% | +74.1% |
| 3Y | +503.9% | +35.2% | +468.7% | +341.2% |
| All | +26.9% | -69.9% | +96.8% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling