+572.4%
MSTR vs LSCC
+1,155.2%
-582.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.6% | -0.7% | -5.1% |
| 7D | -8.7% | -4.8% | -3.9% | -6.5% |
| 30D | -21.4% | -27.1% | +5.7% | -9.0% |
| 3M | +31.4% | -23.6% | +55.0% | +47.2% |
| 6M | -30.8% | -19.8% | -11.0% | -26.7% |
| YTD | -14.9% | +33.2% | -48.1% | -32.2% |
| 1Y | -49.3% | +55.2% | -104.5% | -62.8% |
| 3Y | +184.8% | +70.1% | +114.7% | +84.5% |
| 5Y | +62.1% | +19.5% | +42.6% | +18.3% |
| All | +572.4% | +1,155.2% | -582.8% | +203.6% |
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