-49.3%
MSTR vs LCID
-78.6%
+29.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -4.8% |
| 7D | -10.7% | +24.8% | -35.6% | -16.0% |
| 30D | -21.6% | -0.5% | -21.0% | -22.0% |
| 3M | +24.4% | -43.0% | +67.4% | +40.1% |
| 6M | -35.5% | -40.5% | +5.1% | -29.9% |
| YTD | -20.3% | -64.3% | +44.0% | +8.2% |
| 1Y | -49.3% | -78.1% | +28.7% | -14.5% |
| All | -49.3% | -78.6% | +29.2% | -14.5% |
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