-46.5%
MSTR vs LBRT
-17.1%
-29.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -13.4% | +9.2% | -22.6% | -13.9% |
| 30D | -22.1% | -27.5% | +5.5% | -21.1% |
| 3M | +15.0% | -37.9% | +52.8% | +16.9% |
| 6M | -37.3% | -60.7% | +23.4% | -34.6% |
| YTD | -26.5% | -28.5% | +2.0% | -27.2% |
| 1Y | -46.5% | -13.2% | -33.3% | -51.1% |
| All | -46.5% | -17.1% | -29.4% | -51.1% |
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 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