+392.1%
LRCX vs MSTR
+287.4%
+104.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +4.8% |
| 7D | +10.4% | +9.3% | +1.1% | +8.8% |
| 30D | +2.9% | +36.5% | -33.6% | -2.1% |
| 3M | -1.2% | +7.3% | -8.5% | -3.2% |
| 6M | +60.9% | +2.2% | +58.6% | +58.1% |
| YTD | +87.5% | -10.2% | +97.7% | +85.0% |
| 1Y | +206.6% | -58.6% | +265.3% | +233.0% |
| 3Y | +392.1% | +283.2% | +108.9% | +354.3% |
| All | +392.1% | +287.4% | +104.7% | +354.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling