+3,866.3%
LRCX vs MSTR
+675.4%
+3,190.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | +9.5% | +7.7% | +1.8% | +7.6% |
| 30D | +3.1% | +36.3% | -33.3% | -3.8% |
| 3M | -3.4% | +13.4% | -16.8% | -7.2% |
| 6M | +49.7% | -4.5% | +54.2% | +47.6% |
| YTD | +84.9% | -12.7% | +97.5% | +82.2% |
| 1Y | +200.8% | -59.6% | +260.4% | +242.4% |
| 3Y | +385.1% | +272.5% | +112.6% | +189.9% |
| 5Y | +460.5% | +107.1% | +353.4% | +228.1% |
| 10Y | +3,866.3% | +677.4% | +3,188.9% | +979.9% |
| All | +3,866.3% | +675.4% | +3,190.8% | +979.9% |
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