+180.5%
MSTR vs LTH
+268.4%
-87.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.2% | +4.5% | -5.7% | -3.0% |
| 30D | -15.9% | +16.3% | -32.3% | -21.3% |
| 3M | +33.1% | +8.4% | +24.8% | +27.7% |
| 6M | -31.0% | +40.3% | -71.3% | -42.0% |
| YTD | -15.1% | +77.3% | -92.4% | -37.3% |
| 1Y | -45.6% | +88.0% | -133.6% | -61.3% |
| 3Y | +180.5% | +274.3% | -93.8% | +73.7% |
| All | +180.5% | +268.4% | -87.9% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling