-45.6%
MSTR vs LSCC
+68.2%
-113.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -2.7% |
| 7D | -1.2% | +13.0% | -14.2% | -5.1% |
| 30D | -15.9% | -19.8% | +3.9% | -10.1% |
| 3M | +33.1% | -18.4% | +51.5% | +40.7% |
| 6M | -31.0% | -16.1% | -14.9% | -29.6% |
| YTD | -15.1% | +42.7% | -57.9% | -34.4% |
| 1Y | -45.6% | +68.0% | -113.7% | -63.5% |
| All | -45.6% | +68.2% | -113.8% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling