+2,611.3%
LRCX vs MSTR
+475.5%
+2,135.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.4% |
| 7D | +26.2% | -11.5% | +37.7% | +29.2% |
| 30D | -22.4% | -24.8% | +2.5% | -17.9% |
| 3M | -28.2% | +20.6% | -48.9% | -31.6% |
| 6M | -19.0% | -38.0% | +18.9% | -13.1% |
| YTD | +37.0% | -24.7% | +61.7% | +38.6% |
| 1Y | +45.5% | -49.1% | +94.6% | +58.3% |
| 3Y | +249.7% | +124.7% | +125.0% | +134.1% |
| 5Y | +293.9% | +40.9% | +252.9% | +150.1% |
| All | +2,611.3% | +475.5% | +2,135.7% | +626.7% |
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