+137.8%
MSTR vs LCID
-90.0%
+227.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -4.7% |
| 7D | -10.7% | +24.8% | -35.6% | -15.5% |
| 30D | -21.6% | -0.5% | -21.0% | -21.9% |
| 3M | +24.4% | -43.0% | +67.4% | +39.6% |
| 6M | -35.5% | -40.5% | +5.1% | -31.0% |
| YTD | -20.3% | -64.3% | +44.0% | -3.7% |
| 1Y | -49.3% | -78.1% | +28.7% | -31.8% |
| 3Y | +137.8% | -90.1% | +227.9% | +235.0% |
| All | +137.8% | -90.0% | +227.8% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling