+495.5%
MSTR vs LVS
-12.8%
+508.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.4% |
| 7D | -11.5% | -3.9% | -7.6% | -9.8% |
| 30D | -24.8% | +7.1% | -31.9% | -27.3% |
| 3M | +20.6% | -13.2% | +33.8% | +28.2% |
| 6M | -38.0% | -22.8% | -15.1% | -30.5% |
| YTD | -24.7% | -38.0% | +13.3% | -6.8% |
| 1Y | -49.1% | -39.5% | -9.6% | -36.3% |
| 3Y | +124.7% | -12.2% | +136.9% | +126.1% |
| 5Y | +40.9% | +6.4% | +34.5% | +30.4% |
| All | +495.5% | -12.8% | +508.4% | +446.5% |
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