+1,089.0%
MSTR vs LNT
+1,467.5%
-378.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -18.6% | +12.4% | -31.0% | -22.6% |
| 3M | +25.6% | +6.7% | +18.9% | +21.7% |
| 6M | -33.1% | +3.9% | -37.0% | -34.8% |
| YTD | -17.3% | +16.5% | -33.9% | -23.4% |
| 1Y | -48.1% | +12.5% | -60.6% | -51.2% |
| 3Y | +154.2% | +66.9% | +87.3% | +100.6% |
| 5Y | +46.2% | +56.1% | -9.9% | +17.7% |
| 10Y | +554.5% | +173.2% | +381.3% | +282.1% |
| All | +1,089.0% | +1,467.5% | -378.4% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 all: compounded portfolio wealth divided by compounded LNT 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…
all analysis · Full analysis span regression · 6 months rolling