+46.2%
MSTR vs LH
+63.0%
-16.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.7% |
| 7D | -4.0% | +4.6% | -8.5% | -7.1% |
| 30D | -18.6% | +19.1% | -37.7% | -28.9% |
| 3M | +25.6% | +16.7% | +8.8% | +11.5% |
| 6M | -33.1% | +47.0% | -80.1% | -51.0% |
| YTD | -17.3% | +49.3% | -66.7% | -41.3% |
| 1Y | -48.1% | +48.6% | -96.7% | -63.3% |
| 3Y | +154.2% | +87.8% | +66.4% | +39.5% |
| 5Y | +46.2% | +65.0% | -18.8% | -17.6% |
| All | +46.2% | +63.0% | -16.8% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling