-56.4%
MSTR vs LEN
-37.1%
-19.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +12.2% | -3.2% | +15.4% | +12.5% |
| 30D | +45.2% | -4.9% | +50.1% | +45.6% |
| 3M | +10.4% | -8.5% | +18.9% | +10.8% |
| 6M | -2.5% | -20.7% | +18.2% | -4.0% |
| YTD | -6.0% | -17.4% | +11.4% | -10.2% |
| 1Y | -56.4% | -38.2% | -18.2% | -52.8% |
| All | -56.4% | -37.1% | -19.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling