+736.9%
MSTR vs LDOS
+278.0%
+458.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +12.2% | -5.4% | +17.6% | +14.7% |
| 30D | +45.2% | +4.9% | +40.3% | +41.6% |
| 3M | +10.4% | +7.2% | +3.2% | +6.0% |
| 6M | -2.5% | -24.2% | +21.8% | +8.2% |
| YTD | -6.0% | -25.8% | +19.8% | +5.0% |
| 1Y | -56.4% | -24.7% | -31.7% | -51.6% |
| 3Y | +306.3% | +39.3% | +267.0% | +242.4% |
| 5Y | +100.5% | +43.3% | +57.2% | +66.0% |
| All | +736.9% | +278.0% | +458.9% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling