+1,252.0%
MSTR vs LH
+7,682.1%
-6,430.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +12.2% | -2.5% | +14.6% | +13.2% |
| 30D | +45.2% | +4.3% | +40.8% | +43.3% |
| 3M | +10.4% | +25.5% | -15.1% | +1.6% |
| 6M | -2.5% | +17.0% | -19.4% | -8.0% |
| YTD | -6.0% | +31.3% | -37.3% | -15.3% |
| 1Y | -56.4% | +20.0% | -76.4% | -59.6% |
| 3Y | +306.3% | +63.9% | +242.4% | +238.6% |
| 5Y | +100.5% | +30.9% | +69.6% | +82.3% |
| 10Y | +741.1% | +191.4% | +549.7% | +469.3% |
| All | +1,252.0% | +7,682.1% | -6,430.2% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling