+521.9%
MSTR vs LNG
+767.2%
-245.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | -0.2% |
| 7D | -14.2% | +4.5% | -18.7% | -15.4% |
| 30D | -19.9% | +8.0% | -27.9% | -22.5% |
| 3M | +27.3% | +15.0% | +12.3% | +20.2% |
| 6M | -37.6% | +27.1% | -64.6% | -43.7% |
| YTD | -19.5% | +58.1% | -77.6% | -34.4% |
| 1Y | -47.1% | +45.0% | -92.1% | -55.5% |
| 3Y | +140.3% | +82.6% | +57.6% | +85.5% |
| 5Y | +49.5% | +206.8% | -157.3% | -3.3% |
| 10Y | +521.9% | +796.3% | -274.5% | +204.1% |
| All | +521.9% | +767.2% | -245.4% | +204.1% |
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