+1,321.8%
LITE vs MSTR
+570.0%
+751.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.3% | -9.4% | -17.0% |
| 7D | -44.6% | -8.7% | -35.9% | -43.5% |
| 30D | -55.0% | -21.4% | -33.6% | -53.0% |
| 3M | -38.3% | +31.4% | -69.8% | -41.8% |
| 6M | -48.8% | -30.8% | -17.9% | -46.2% |
| YTD | +38.3% | -14.9% | +53.2% | +36.9% |
| 1Y | +119.0% | -49.3% | +168.3% | +136.7% |
| 3Y | +1,092.0% | +184.8% | +907.2% | +758.9% |
| 5Y | +446.1% | +62.1% | +383.9% | +282.6% |
| All | +1,321.8% | +570.0% | +751.7% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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