+572.4%
MSTR vs LDOS
+256.7%
+315.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.3% |
| 7D | -8.7% | -3.7% | -5.0% | -7.6% |
| 30D | -21.4% | +16.4% | -37.8% | -26.5% |
| 3M | +31.4% | +7.4% | +24.0% | +26.1% |
| 6M | -30.8% | -0.3% | -30.5% | -32.0% |
| YTD | -14.9% | -24.0% | +9.1% | -6.4% |
| 1Y | -49.3% | -29.6% | -19.7% | -42.3% |
| 3Y | +184.8% | +35.1% | +149.7% | +141.4% |
| 5Y | +62.1% | +52.9% | +9.2% | +29.8% |
| All | +572.4% | +256.7% | +315.7% | +324.4% |
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