+5,083.9%
LITE vs MSTR
+673.6%
+4,410.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.2% |
| 7D | -1.5% | +12.2% | -13.7% | -3.8% |
| 30D | +6.7% | +45.2% | -38.5% | -0.7% |
| 3M | -6.8% | +10.4% | -17.1% | -9.3% |
| 6M | +29.4% | -2.5% | +31.9% | +28.0% |
| YTD | +139.1% | -6.0% | +145.1% | +133.3% |
| 1Y | +521.0% | -56.4% | +577.4% | +588.1% |
| 3Y | +1,535.3% | +306.3% | +1,229.0% | +1,024.3% |
| 5Y | +889.8% | +100.5% | +789.4% | +578.0% |
| 10Y | +2,400.7% | +741.1% | +1,659.6% | +821.9% |
| All | +5,083.9% | +673.6% | +4,410.2% | +1,874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling