+2,664.2%
LRCX vs MSTR
+533.3%
+2,131.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.9% |
| 7D | +6.5% | -14.2% | +20.7% | +10.0% |
| 30D | -23.8% | -19.9% | -3.9% | -20.4% |
| 3M | -24.2% | +27.3% | -51.5% | -28.5% |
| 6M | -20.2% | -37.6% | +17.4% | -14.4% |
| YTD | +38.2% | -19.5% | +57.7% | +38.1% |
| 1Y | +48.9% | -47.1% | +96.0% | +60.8% |
| 3Y | +252.8% | +140.3% | +112.5% | +133.3% |
| 5Y | +304.3% | +49.5% | +254.8% | +154.0% |
| 10Y | +2,664.2% | +521.9% | +2,142.4% | +658.5% |
| All | +2,664.2% | +533.3% | +2,131.0% | +658.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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