+61.1%
MSTR vs LTH
+180.7%
-119.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.5% |
| 7D | -13.4% | -1.3% | -12.2% | -12.8% |
| 30D | -22.1% | +15.7% | -37.7% | -28.0% |
| 3M | +15.0% | +5.0% | +10.0% | +10.7% |
| 6M | -37.3% | +37.7% | -75.0% | -48.5% |
| YTD | -26.5% | +75.0% | -101.6% | -48.0% |
| 1Y | -46.5% | +82.6% | -129.1% | -63.3% |
| 3Y | +121.1% | +241.3% | -120.2% | +4.3% |
| 5Y | +37.5% | +135.4% | -97.9% | -36.3% |
| All | +61.1% | +180.7% | -119.6% | -23.5% |
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