+274.3%
LRCX vs MSTR
+42.0%
+232.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.6% | +13.0% | +10.9% |
| 7D | -2.7% | -4.0% | +1.2% | -1.9% |
| 30D | -30.6% | -18.6% | -12.0% | -27.8% |
| 3M | -28.8% | +25.6% | -54.4% | -32.5% |
| 6M | -24.6% | -33.1% | +8.4% | -20.4% |
| YTD | +29.7% | -17.3% | +47.0% | +29.0% |
| 1Y | +39.5% | -48.1% | +87.6% | +50.8% |
| 3Y | +248.9% | +154.2% | +94.7% | +129.4% |
| 5Y | +274.3% | +46.2% | +228.1% | +179.9% |
| All | +274.3% | +42.0% | +232.4% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling