+677.4%
MSTR vs LVS
+0.3%
+677.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.1% |
| 7D | +7.7% | -2.7% | +10.4% | +9.2% |
| 30D | +36.3% | -4.7% | +41.0% | +38.9% |
| 3M | +13.4% | -15.6% | +29.0% | +22.3% |
| 6M | -4.5% | -18.6% | +14.1% | +4.3% |
| YTD | -12.7% | -32.3% | +19.6% | +3.9% |
| 1Y | -59.6% | -18.0% | -41.6% | -56.7% |
| 3Y | +272.5% | -5.8% | +278.3% | +264.1% |
| 5Y | +107.1% | +5.7% | +101.4% | +88.3% |
| 10Y | +677.4% | 0.0% | +677.4% | +569.3% |
| All | +677.4% | +0.3% | +677.1% | +569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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