+932.1%
MSTR vs LBRT
+33.5%
+898.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +12.2% | +8.7% | +3.4% | +10.4% |
| 30D | +45.2% | +6.6% | +38.6% | +42.9% |
| 3M | +10.4% | -34.5% | +44.9% | +18.3% |
| 6M | -2.5% | -24.5% | +22.0% | +0.7% |
| YTD | -6.0% | +12.7% | -18.7% | -10.9% |
| 1Y | -56.4% | +94.8% | -151.3% | -63.4% |
| 3Y | +306.3% | +31.9% | +274.4% | +257.7% |
| 5Y | +100.5% | +111.8% | -11.3% | +61.6% |
| All | +932.1% | +33.5% | +898.6% | +623.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling