+570.4%
MSTR vs LDOS
+248.5%
+322.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -1.2% | -7.2% | +6.0% | +1.5% |
| 30D | -15.9% | +16.8% | -32.8% | -21.6% |
| 3M | +33.1% | -1.6% | +34.7% | +32.6% |
| 6M | -31.0% | -1.0% | -30.0% | -32.0% |
| YTD | -15.1% | -25.8% | +10.6% | -5.8% |
| 1Y | -45.6% | -31.1% | -14.6% | -37.7% |
| 3Y | +180.5% | +32.8% | +147.7% | +139.3% |
| 5Y | +61.7% | +49.4% | +12.3% | +30.6% |
| All | +570.4% | +248.5% | +322.0% | +327.1% |
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