+62.1%
MSTR vs LBRT
+1.0%
+61.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.7% | +4.4% | -5.8% |
| 7D | -8.7% | -34.8% | +26.1% | +1.3% |
| 30D | -21.4% | -43.6% | +22.2% | -9.7% |
| 3M | +31.4% | -41.2% | +72.7% | +48.0% |
| 6M | -30.8% | -66.1% | +35.3% | -10.6% |
| YTD | -14.9% | -37.9% | +23.0% | -10.3% |
| 1Y | -49.3% | -33.9% | -15.4% | -47.8% |
| 3Y | +184.8% | -40.9% | +225.7% | +181.4% |
| 5Y | +62.1% | +2.1% | +60.0% | +29.5% |
| All | +62.1% | +1.0% | +61.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling