+49.1%
LLY vs MSTR
-51.5%
+100.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +22.3% |
| 3M | +16.4% | +24.4% | -8.0% | +14.5% |
| 6M | +51.5% | -35.5% | +87.0% | +55.2% |
| YTD | +33.9% | -20.3% | +54.2% | +32.6% |
| 1Y | +49.1% | -49.3% | +98.4% | +38.0% |
| All | +49.1% | -51.5% | +100.6% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling