-71.1%
CIFR vs LSCC
+57.8%
-129.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.2% | -21.0% |
| 7D | -26.7% | +3.0% | -29.7% | -28.4% |
| 30D | -58.0% | -19.3% | -38.7% | -49.8% |
| 3M | -68.1% | -22.3% | -45.8% | -60.6% |
| 6M | -63.7% | -14.6% | -49.1% | -57.5% |
| YTD | -56.0% | +45.8% | -101.7% | -65.0% |
| 1Y | -71.1% | +69.6% | -140.7% | -78.4% |
| All | -71.1% | +57.8% | -129.0% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling