+570.4%
MSTR vs LSCC
+1,244.7%
-674.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -3.7% |
| 7D | -1.2% | +13.0% | -14.2% | -7.1% |
| 30D | -15.9% | -19.8% | +3.9% | -7.2% |
| 3M | +33.1% | -18.4% | +51.5% | +44.1% |
| 6M | -31.0% | -16.1% | -14.9% | -28.6% |
| YTD | -15.1% | +42.7% | -57.9% | -34.8% |
| 1Y | -45.6% | +68.0% | -113.7% | -61.7% |
| 3Y | +180.5% | +85.8% | +94.7% | +73.7% |
| 5Y | +61.7% | +28.0% | +33.6% | +13.9% |
| All | +570.4% | +1,244.7% | -674.3% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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