+49.5%
MSTR vs LCID
-99.1%
+148.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +2.0% |
| 7D | -14.2% | +8.9% | -23.1% | -17.3% |
| 30D | -19.9% | +6.8% | -26.7% | -22.4% |
| 3M | +27.3% | -45.2% | +72.6% | +55.6% |
| 6M | -37.6% | -39.1% | +1.6% | -32.0% |
| YTD | -19.5% | -65.3% | +45.8% | +7.3% |
| 1Y | -47.1% | -78.4% | +31.3% | -15.4% |
| 3Y | +140.3% | -90.3% | +230.6% | +315.1% |
| 5Y | +49.5% | -99.2% | +148.7% | +668.0% |
| All | +49.5% | -99.1% | +148.6% | +668.0% |
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 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