+659.5%
MSTR vs LUMN
-55.8%
+715.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -8.3% | +2.5% | -10.8% | -8.7% |
| 30D | +38.1% | +10.3% | +27.8% | +35.4% |
| 3M | +9.0% | -18.3% | +27.3% | +12.2% |
| 6M | -5.3% | +4.4% | -9.7% | -7.0% |
| YTD | -13.8% | -10.7% | -3.1% | -13.5% |
| 1Y | -59.8% | +14.0% | -73.8% | -61.6% |
| 3Y | +282.2% | +406.6% | -124.4% | +140.7% |
| 5Y | +112.8% | -36.8% | +149.6% | +107.6% |
| All | +659.5% | -55.8% | +715.3% | +578.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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