+62.1%
MSTR vs LSCC
+18.7%
+43.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.6% | -0.7% | -4.1% |
| 7D | -8.7% | -4.8% | -3.9% | -6.1% |
| 30D | -21.4% | -27.1% | +5.7% | -5.9% |
| 3M | +31.4% | -23.6% | +55.0% | +50.8% |
| 6M | -30.8% | -19.8% | -11.0% | -26.6% |
| YTD | -14.9% | +33.2% | -48.1% | -38.3% |
| 1Y | -49.3% | +55.2% | -104.5% | -67.1% |
| 3Y | +184.8% | +70.1% | +114.7% | +46.6% |
| 5Y | +62.1% | +19.5% | +42.6% | -16.7% |
| All | +62.1% | +18.7% | +43.4% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling