-34.0%
CIFR vs LSCC
+232.3%
-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% | -2.3% | -1.8% | -2.7% |
| 7D | -19.6% | +5.0% | -24.6% | -21.5% |
| 30D | -51.7% | -11.7% | -40.0% | -47.2% |
| 3M | -60.0% | -13.3% | -46.7% | -55.6% |
| 6M | -68.2% | -12.5% | -55.7% | -64.3% |
| YTD | -55.8% | +51.2% | -107.0% | -64.0% |
| 1Y | -66.8% | +65.9% | -132.7% | -74.3% |
| 3Y | +119.1% | +95.3% | +23.8% | +46.9% |
| 5Y | -25.3% | +38.6% | -63.9% | -48.7% |
| All | -34.0% | +232.3% | -266.3% | -58.1% |
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