+120.4%
MSTR vs LCID
-97.6%
+218.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | +12.2% | -6.6% | +18.8% | +14.6% |
| 30D | +45.2% | -30.1% | +75.3% | +63.1% |
| 3M | +10.4% | -17.6% | +28.0% | +9.3% |
| 6M | -2.5% | -54.4% | +51.9% | +17.7% |
| YTD | -6.0% | -55.7% | +49.7% | +14.8% |
| 1Y | -56.4% | -71.0% | +14.6% | -38.6% |
| 3Y | +306.3% | -92.6% | +398.9% | +700.2% |
| All | +120.4% | -97.6% | +218.0% | +792.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling