+154.2%
MSTR vs LNG
+71.4%
+82.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.1% |
| 7D | -4.0% | -8.4% | +4.4% | -2.3% |
| 30D | -18.6% | +2.7% | -21.3% | -19.8% |
| 3M | +25.6% | +11.7% | +13.8% | +20.6% |
| 6M | -33.1% | +19.5% | -52.5% | -37.9% |
| YTD | -17.3% | +48.0% | -65.3% | -34.8% |
| 1Y | -48.1% | +38.4% | -86.4% | -57.5% |
| 3Y | +154.2% | +71.9% | +82.3% | +109.7% |
| All | +154.2% | +71.4% | +82.8% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling