+687.0%
MSTR vs LCID
-96.5%
+783.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -5.4% |
| 7D | -4.0% | +20.0% | -24.0% | -9.4% |
| 30D | -18.6% | -5.0% | -13.6% | -17.9% |
| 3M | +25.6% | -48.9% | +74.4% | +51.3% |
| 6M | -33.1% | -43.2% | +10.2% | -26.2% |
| YTD | -17.3% | -65.9% | +48.6% | +5.5% |
| 1Y | -48.1% | -79.2% | +31.1% | -23.2% |
| 3Y | +154.2% | -90.4% | +244.6% | +305.8% |
| 5Y | +46.2% | -99.2% | +145.4% | +346.6% |
| All | +687.0% | -96.5% | +783.4% | +2,370.6% |
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