+1,172.1%
LITE vs MSTR
+179.7%
+992.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | -35.9% | -1.2% | -34.7% | -35.7% |
| 30D | -51.5% | -15.9% | -35.6% | -50.0% |
| 3M | -35.7% | +33.1% | -68.9% | -39.1% |
| 6M | -43.0% | -31.0% | -12.0% | -40.3% |
| YTD | +46.1% | -15.1% | +61.3% | +45.2% |
| 1Y | +124.7% | -45.6% | +170.4% | +139.5% |
| 3Y | +1,172.1% | +180.5% | +991.6% | +1,362.4% |
| All | +1,172.1% | +179.7% | +992.4% | +1,362.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling