+481.0%
MSTR vs LNG
+811.3%
-330.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -13.4% | +11.3% | -24.8% | -16.5% |
| 30D | -22.1% | +10.6% | -32.7% | -25.3% |
| 3M | +15.0% | +16.1% | -1.2% | +8.2% |
| 6M | -37.3% | +29.6% | -66.9% | -43.9% |
| YTD | -26.5% | +60.3% | -86.9% | -40.4% |
| 1Y | -46.5% | +46.1% | -92.6% | -55.0% |
| 3Y | +121.1% | +85.9% | +35.1% | +69.6% |
| 5Y | +37.5% | +210.8% | -173.3% | -11.5% |
| All | +481.0% | +811.3% | -330.3% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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