+180.5%
MSTR vs LBRT
-38.0%
+218.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.4% |
| 7D | -1.2% | -29.1% | +27.9% | +5.5% |
| 30D | -15.9% | -38.4% | +22.4% | -7.6% |
| 3M | +33.1% | -40.1% | +73.2% | +46.0% |
| 6M | -31.0% | -62.9% | +31.9% | -16.2% |
| YTD | -15.1% | -34.5% | +19.4% | -13.2% |
| 1Y | -45.6% | -30.2% | -15.4% | -45.6% |
| 3Y | +180.5% | -37.5% | +218.0% | +178.3% |
| All | +180.5% | -38.0% | +218.5% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling