+2,006.3%
LLY vs MSTR
+568.7%
+1,437.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.4% |
| 7D | +0.1% | -4.0% | +4.0% | +0.2% |
| 30D | +19.7% | -18.6% | +38.4% | +20.5% |
| 3M | +19.3% | +25.6% | -6.3% | +17.8% |
| 6M | +49.3% | -33.1% | +82.4% | +50.6% |
| YTD | +32.0% | -17.3% | +49.4% | +31.6% |
| 1Y | +53.7% | -48.1% | +101.8% | +55.4% |
| 3Y | +143.7% | +154.2% | -10.4% | +125.1% |
| 5Y | +463.9% | +46.2% | +417.7% | +416.0% |
| 10Y | +2,006.3% | +554.5% | +1,451.8% | +1,362.9% |
| All | +2,006.3% | +568.7% | +1,437.6% | +1,362.9% |
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