+113.8%
MSTR vs LNG
+218.5%
-104.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.5% | +1.1% | -2.2% |
| 7D | +9.3% | -6.2% | +15.5% | +12.0% |
| 30D | +36.5% | +8.0% | +28.5% | +31.7% |
| 3M | +7.3% | +16.9% | -9.6% | -1.1% |
| 6M | +2.2% | +8.7% | -6.4% | -5.0% |
| YTD | -10.2% | +43.0% | -53.2% | -27.9% |
| 1Y | -58.6% | +19.4% | -78.0% | -63.6% |
| 3Y | +283.2% | +74.7% | +208.5% | +175.4% |
| 5Y | +113.8% | +222.4% | -108.7% | +13.8% |
| All | +113.8% | +218.5% | -104.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling