+123.6%
MSTR vs LVS
+5.4%
+118.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | -1.5% | +13.7% | +13.1% |
| 30D | +45.2% | -3.2% | +48.4% | +47.4% |
| 3M | +10.4% | -12.0% | +22.4% | +19.0% |
| 6M | -2.5% | -19.9% | +17.4% | +11.2% |
| YTD | -6.0% | -30.6% | +24.6% | +17.3% |
| 1Y | -56.4% | -17.7% | -38.7% | -52.6% |
| 3Y | +306.3% | -14.2% | +320.5% | +306.8% |
| All | +123.6% | +5.4% | +118.2% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling