-21.0%
CIFR vs LSCC
+33.9%
-54.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -0.3% |
| 7D | +4.8% | +7.0% | -2.2% | -0.2% |
| 30D | -31.0% | -2.3% | -28.7% | -29.3% |
| 3M | -58.7% | -12.5% | -46.2% | -54.0% |
| 6M | -67.7% | -10.6% | -57.1% | -64.0% |
| YTD | -53.5% | +52.7% | -106.2% | -63.8% |
| 1Y | -54.1% | +74.0% | -128.0% | -67.2% |
| 3Y | +138.2% | +104.8% | +33.4% | +41.6% |
| All | -21.0% | +33.9% | -54.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling