+2,043.2%
LLY vs MSTR
+568.1%
+1,475.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | +13.9% | -15.9% | +29.8% | +14.5% |
| 3M | +13.8% | +33.1% | -19.4% | +12.2% |
| 6M | +37.6% | -31.0% | +68.6% | +38.6% |
| YTD | +26.6% | -15.1% | +41.7% | +26.1% |
| 1Y | +45.3% | -45.6% | +91.0% | +46.7% |
| 3Y | +132.2% | +180.5% | -48.3% | +113.6% |
| 5Y | +434.7% | +61.7% | +373.0% | +387.2% |
| All | +2,043.2% | +568.1% | +1,475.1% | +1,387.1% |
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