-28.2%
CIFR vs LSCC
+266.7%
-294.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +10.4% | -1.5% | +2.4% |
| 7D | +9.4% | +14.5% | -5.1% | +1.3% |
| 30D | -45.3% | -0.1% | -45.3% | -44.6% |
| 3M | -58.7% | -2.7% | -56.0% | -57.2% |
| 6M | -64.9% | -4.8% | -60.1% | -62.7% |
| YTD | -51.8% | +66.9% | -118.7% | -63.1% |
| 1Y | -61.9% | +85.8% | -147.8% | -72.5% |
| 3Y | +138.6% | +115.6% | +23.0% | +50.4% |
| 5Y | -13.0% | +48.8% | -61.8% | -43.6% |
| All | -28.2% | +266.7% | -294.9% | -57.1% |
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