+526.8%
MSTR vs LVS
-13.0%
+539.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.4% |
| 7D | -10.7% | +6.7% | -17.4% | -13.5% |
| 30D | -21.6% | +13.8% | -35.3% | -26.4% |
| 3M | +24.4% | -9.5% | +33.9% | +29.5% |
| 6M | -35.5% | -22.0% | -13.4% | -28.1% |
| YTD | -20.3% | -35.7% | +15.3% | -3.1% |
| 1Y | -49.3% | -36.7% | -12.6% | -38.0% |
| 3Y | +137.8% | -8.8% | +146.6% | +135.0% |
| 5Y | +48.3% | +9.5% | +38.8% | +35.0% |
| 10Y | +526.8% | -10.9% | +537.7% | +463.8% |
| All | +526.8% | -13.0% | +539.8% | +463.8% |
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