+1,493.1%
LITE vs MSTR
+461.5%
+1,031.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.0% | -4.0% |
| 7D | +10.8% | -13.4% | +24.2% | +13.7% |
| 30D | -33.4% | -22.1% | -11.4% | -30.3% |
| 3M | -32.2% | +15.0% | -47.2% | -34.5% |
| 6M | -42.1% | -37.3% | -4.8% | -38.2% |
| YTD | +61.9% | -26.5% | +88.4% | +64.4% |
| 1Y | +163.0% | -46.5% | +209.5% | +181.6% |
| 3Y | +1,358.0% | +121.1% | +1,236.9% | +1,000.4% |
| 5Y | +549.9% | +37.5% | +512.4% | +369.3% |
| All | +1,493.1% | +461.5% | +1,031.6% | +370.9% |
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