-56.4%
MSTR vs LBRT
+101.6%
-158.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +12.2% | +8.7% | +3.4% | +11.3% |
| 30D | +45.2% | +6.6% | +38.6% | +43.7% |
| 3M | +10.4% | -34.5% | +44.9% | +15.3% |
| 6M | -2.5% | -24.5% | +22.0% | -0.5% |
| YTD | -6.0% | +12.7% | -18.7% | -11.0% |
| 1Y | -56.4% | +94.8% | -151.3% | -61.3% |
| All | -56.4% | +101.6% | -158.0% | -61.3% |
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