+1,961.9%
MSTR vs LVS
+54.5%
+1,907.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -4.0% | +5.2% | -9.1% | -4.9% |
| 30D | -18.6% | +12.0% | -30.6% | -20.5% |
| 3M | +25.6% | -11.5% | +37.1% | +28.5% |
| 6M | -33.1% | -23.2% | -9.8% | -29.5% |
| YTD | -17.3% | -36.7% | +19.3% | -9.6% |
| 1Y | -48.1% | -36.8% | -11.3% | -43.2% |
| 3Y | +154.2% | -10.5% | +164.7% | +157.3% |
| 5Y | +46.2% | +5.1% | +41.1% | +45.6% |
| 10Y | +554.5% | -14.0% | +568.5% | +550.5% |
| All | +1,961.9% | +54.5% | +1,907.4% | +1,549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling