+45.3%
LLY vs MSTR
-48.9%
+94.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.4% |
| 3M | +13.8% | +33.1% | -19.4% | +11.7% |
| 6M | +37.6% | -31.0% | +68.6% | +40.6% |
| YTD | +26.6% | -15.1% | +41.7% | +25.1% |
| 1Y | +45.3% | -45.6% | +91.0% | +34.7% |
| All | +45.3% | -48.9% | +94.2% | +34.7% |
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