+79.2%
CIFR vs LSCC
+246.2%
-167.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.9% |
| 7D | +16.9% | +1.3% | +15.6% | +16.1% |
| 30D | -5.2% | -9.7% | +4.5% | +1.3% |
| 3M | -30.6% | -23.7% | -6.9% | -16.9% |
| 6M | +10.6% | +26.5% | -15.9% | -0.3% |
| YTD | +20.2% | +57.5% | -37.3% | -5.8% |
| 1Y | +139.7% | +75.7% | +64.0% | +75.3% |
| 3Y | +489.4% | +19.5% | +469.9% | +389.6% |
| 5Y | +54.4% | +83.8% | -29.4% | -1.3% |
| All | +79.2% | +246.2% | -167.0% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling