+49.5%
MSTR vs LTH
+143.1%
-93.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | -14.2% | +0.3% | -14.4% | -14.3% |
| 30D | -19.9% | +17.7% | -37.6% | -26.9% |
| 3M | +27.3% | +8.5% | +18.9% | +20.4% |
| 6M | -37.6% | +46.9% | -84.5% | -50.8% |
| YTD | -19.5% | +78.8% | -98.3% | -44.2% |
| 1Y | -47.1% | +84.9% | -132.0% | -64.3% |
| 3Y | +140.3% | +246.4% | -106.1% | +9.7% |
| 5Y | +49.5% | +129.6% | -80.1% | -33.3% |
| All | +49.5% | +143.1% | -93.6% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling