+599.4%
MSTR vs LCID
-97.1%
+696.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.2% | +6.8% | +0.3% |
| 7D | -13.4% | -10.2% | -3.2% | -11.1% |
| 30D | -22.1% | -10.2% | -11.9% | -20.2% |
| 3M | +15.0% | -54.1% | +69.1% | +42.8% |
| 6M | -37.3% | -53.8% | +16.5% | -26.6% |
| YTD | -26.5% | -72.0% | +45.5% | -0.8% |
| 1Y | -46.5% | -80.5% | +34.0% | -19.5% |
| 3Y | +121.1% | -92.6% | +213.6% | +280.8% |
| 5Y | +37.5% | -99.3% | +136.8% | +343.6% |
| All | +599.4% | -97.1% | +696.5% | +2,222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling