+1,200.8%
MSTR vs LDOS
+508.5%
+692.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.8% |
| 7D | -1.8% | -2.8% | +1.0% | -0.9% |
| 30D | -13.3% | +13.6% | -26.9% | -18.2% |
| 3M | +46.0% | +4.2% | +41.7% | +41.8% |
| 6M | -22.4% | -8.2% | -14.2% | -21.3% |
| YTD | -6.2% | -24.1% | +17.9% | +2.8% |
| 1Y | -42.3% | -31.2% | -11.1% | -34.1% |
| 3Y | +214.0% | +35.0% | +179.0% | +166.2% |
| 5Y | +78.2% | +52.6% | +25.5% | +42.7% |
| 10Y | +649.6% | +261.9% | +387.7% | +304.4% |
| All | +1,200.8% | +508.5% | +692.3% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling