+308.9%
MSTR vs LSCC
+20.0%
+288.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.2% |
| 7D | +12.2% | +1.3% | +10.9% | +11.6% |
| 30D | +45.2% | -9.7% | +54.8% | +51.2% |
| 3M | +10.4% | -23.7% | +34.1% | +21.6% |
| 6M | -2.5% | +26.5% | -29.0% | -15.9% |
| YTD | -6.0% | +57.5% | -63.5% | -28.3% |
| 1Y | -56.4% | +75.7% | -132.1% | -68.6% |
| All | +308.9% | +20.0% | +288.8% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling