+120.4%
MSTR vs LSCC
+82.7%
+37.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.6% |
| 7D | +12.2% | +1.3% | +10.9% | +11.3% |
| 30D | +45.2% | -9.7% | +54.8% | +53.6% |
| 3M | +10.4% | -23.7% | +34.1% | +25.8% |
| 6M | -2.5% | +26.5% | -29.0% | -21.9% |
| YTD | -6.0% | +57.5% | -63.5% | -37.0% |
| 1Y | -56.4% | +75.7% | -132.1% | -73.2% |
| 3Y | +306.3% | +19.5% | +286.8% | +196.1% |
| All | +120.4% | +82.7% | +37.6% | -6.5% |
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 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