-33.9%
CIFR vs LSCC
+213.7%
-247.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +7.1% | +10.8% | +13.5% |
| 7D | -10.2% | +13.0% | -23.2% | -15.8% |
| 30D | -55.0% | -19.8% | -35.2% | -47.7% |
| 3M | -64.1% | -18.4% | -45.7% | -58.5% |
| 6M | -70.1% | -16.1% | -54.0% | -65.5% |
| YTD | -55.7% | +42.7% | -98.4% | -62.5% |
| 1Y | -69.9% | +68.0% | -137.9% | -76.8% |
| 3Y | +68.7% | +85.8% | -17.2% | +16.8% |
| 5Y | -26.2% | +28.0% | -54.3% | -47.2% |
| All | -33.9% | +213.7% | -247.6% | -56.5% |
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