-25.1%
LRCX vs MSTR
-33.6%
+8.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.6% | +13.0% | +11.0% |
| 7D | -2.7% | -4.0% | +1.2% | -1.4% |
| 30D | -30.6% | -18.6% | -12.0% | -27.2% |
| 3M | -28.8% | +25.6% | -54.4% | -31.0% |
| All | -25.1% | -33.6% | +8.5% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling