+554.5%
MSTR vs LH
+259.5%
+295.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.3% |
| 7D | -4.0% | +4.6% | -8.5% | -6.1% |
| 30D | -18.6% | +19.1% | -37.7% | -25.7% |
| 3M | +25.6% | +16.7% | +8.8% | +15.9% |
| 6M | -33.1% | +47.0% | -80.1% | -45.6% |
| YTD | -17.3% | +49.3% | -66.7% | -33.9% |
| 1Y | -48.1% | +48.6% | -96.7% | -58.6% |
| 3Y | +154.2% | +87.8% | +66.4% | +78.7% |
| 5Y | +46.2% | +65.0% | -18.8% | +9.2% |
| 10Y | +554.5% | +275.0% | +279.5% | +244.2% |
| All | +554.5% | +259.5% | +295.1% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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