+180.5%
MSTR vs LSCC
+81.4%
+99.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -3.4% |
| 7D | -1.2% | +13.0% | -14.2% | -6.5% |
| 30D | -15.9% | -19.8% | +3.9% | -8.0% |
| 3M | +33.1% | -18.4% | +51.5% | +43.3% |
| 6M | -31.0% | -16.1% | -14.9% | -28.8% |
| YTD | -15.1% | +42.7% | -57.9% | -34.6% |
| 1Y | -45.6% | +68.0% | -113.7% | -61.6% |
| 3Y | +180.5% | +85.8% | +94.7% | +88.8% |
| All | +180.5% | +81.4% | +99.1% | +88.8% |
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