+616.9%
MSTR vs LCID
-96.8%
+713.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -11.3% | +4.8% | -3.1% |
| 7D | -11.5% | +9.2% | -20.7% | -14.3% |
| 30D | -24.8% | -3.0% | -21.8% | -24.6% |
| 3M | +20.6% | -50.2% | +70.9% | +46.4% |
| 6M | -38.0% | -45.8% | +7.9% | -30.8% |
| YTD | -24.7% | -69.2% | +44.5% | -1.1% |
| 1Y | -49.1% | -80.4% | +31.3% | -23.4% |
| 3Y | +124.7% | -91.4% | +216.1% | +270.6% |
| 5Y | +40.9% | -99.3% | +140.2% | +342.2% |
| All | +616.9% | -96.8% | +713.7% | +2,215.8% |
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