+2,024.1%
LLY vs MSTR
+524.4%
+1,499.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.6% |
| 7D | +1.6% | -10.7% | +12.4% | +2.0% |
| 30D | +21.5% | -21.6% | +43.0% | +22.4% |
| 3M | +16.4% | +24.4% | -8.0% | +15.1% |
| 6M | +51.5% | -35.5% | +87.0% | +53.0% |
| YTD | +33.9% | -20.3% | +54.2% | +33.6% |
| 1Y | +49.1% | -49.3% | +98.4% | +50.9% |
| 3Y | +144.6% | +137.8% | +6.8% | +126.5% |
| 5Y | +466.3% | +48.3% | +418.0% | +417.8% |
| 10Y | +2,024.1% | +526.8% | +1,497.4% | +1,383.5% |
| All | +2,024.1% | +524.4% | +1,499.8% | +1,383.5% |
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