-30.7%
CIFR vs LSCC
+235.6%
-266.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -0.6% |
| 7D | +4.8% | +7.0% | -2.2% | +0.3% |
| 30D | -31.0% | -2.3% | -28.7% | -29.4% |
| 3M | -58.7% | -12.5% | -46.2% | -54.4% |
| 6M | -67.7% | -10.6% | -57.1% | -64.2% |
| YTD | -53.5% | +52.7% | -106.2% | -62.4% |
| 1Y | -54.1% | +74.0% | -128.0% | -65.5% |
| 3Y | +138.2% | +104.8% | +33.4% | +55.6% |
| 5Y | -18.5% | +36.2% | -54.8% | -44.2% |
| All | -30.7% | +235.6% | -266.3% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling