-47.4%
MSTR vs LCID
-79.5%
+32.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -5.0% |
| 7D | -4.0% | +20.0% | -24.0% | -8.6% |
| 30D | -18.6% | -5.0% | -13.6% | -18.1% |
| 3M | +25.6% | -48.9% | +74.4% | +45.3% |
| 6M | -33.1% | -43.2% | +10.2% | -26.4% |
| YTD | -17.3% | -65.9% | +48.6% | +13.7% |
| All | -47.4% | -79.5% | +32.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling