+86.1%
MSTR vs LTH
+184.4%
-98.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -1.2% | +4.5% | -5.7% | -3.4% |
| 30D | -15.9% | +16.3% | -32.3% | -22.6% |
| 3M | +33.1% | +8.4% | +24.8% | +26.1% |
| 6M | -31.0% | +40.3% | -71.3% | -43.9% |
| YTD | -15.1% | +77.3% | -92.4% | -40.4% |
| 1Y | -45.6% | +88.0% | -133.6% | -63.3% |
| 3Y | +180.5% | +274.3% | -93.8% | +25.2% |
| 5Y | +61.7% | +142.9% | -81.2% | -25.1% |
| All | +86.1% | +184.4% | -98.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling