-42.3%
MSTR vs LBRT
-25.0%
-17.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -11.2% | +16.3% | +5.6% |
| 7D | -1.8% | -25.3% | +23.5% | -0.2% |
| 30D | -13.3% | -32.9% | +19.6% | -11.4% |
| 3M | +46.0% | -33.3% | +79.3% | +48.5% |
| 6M | -22.4% | -61.0% | +38.5% | -17.5% |
| YTD | -6.2% | -28.0% | +21.8% | -10.0% |
| 1Y | -42.3% | -21.5% | -20.8% | -47.9% |
| All | -42.3% | -25.0% | -17.3% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling