+2,053.0%
LLY vs MSTR
+475.5%
+1,577.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.5% |
| 7D | +4.6% | -11.5% | +16.1% | +5.0% |
| 30D | +22.4% | -24.8% | +47.2% | +23.4% |
| 3M | +17.1% | +20.6% | -3.5% | +15.9% |
| 6M | +44.6% | -38.0% | +82.6% | +46.3% |
| YTD | +33.5% | -24.7% | +58.2% | +33.4% |
| 1Y | +41.1% | -49.1% | +90.2% | +42.8% |
| 3Y | +143.8% | +124.7% | +19.1% | +126.1% |
| 5Y | +473.4% | +40.9% | +432.4% | +425.1% |
| All | +2,053.0% | +475.5% | +1,577.5% | +1,378.1% |
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