+308.9%
MSTR vs LDOS
+39.7%
+269.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +12.2% | -5.4% | +17.6% | +14.5% |
| 30D | +45.2% | +4.9% | +40.3% | +41.7% |
| 3M | +10.4% | +7.2% | +3.2% | +6.2% |
| 6M | -2.5% | -24.2% | +21.8% | +9.2% |
| YTD | -6.0% | -25.8% | +19.8% | +6.2% |
| 1Y | -56.4% | -24.7% | -31.7% | -50.9% |
| All | +308.9% | +39.7% | +269.2% | +342.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling