+677.4%
MSTR vs LNG
+543.8%
+133.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | -6.7% | +14.5% | +10.1% |
| 30D | +36.3% | +3.9% | +32.5% | +34.2% |
| 3M | +13.4% | +15.5% | -2.1% | +6.7% |
| 6M | -4.5% | +10.5% | -15.0% | -10.3% |
| YTD | -12.7% | +43.0% | -55.6% | -25.7% |
| 1Y | -59.6% | +18.9% | -78.5% | -63.2% |
| 3Y | +272.5% | +74.7% | +197.8% | +194.1% |
| 5Y | +107.1% | +231.2% | -124.1% | +33.5% |
| 10Y | +677.4% | +544.5% | +132.9% | +322.5% |
| All | +677.4% | +543.8% | +133.6% | +322.5% |
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