-49.3%
MSTR vs LSCC
+69.4%
-118.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.8% |
| 7D | -10.7% | +5.0% | -15.8% | -12.3% |
| 30D | -21.6% | -11.7% | -9.8% | -18.8% |
| 3M | +24.4% | -13.3% | +37.7% | +28.6% |
| 6M | -35.5% | -12.5% | -22.9% | -35.2% |
| YTD | -20.3% | +51.2% | -71.5% | -40.6% |
| 1Y | -49.3% | +65.9% | -115.2% | -65.0% |
| All | -49.3% | +69.4% | -118.7% | -65.0% |
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