+110.2%
LLY vs MSTR
+306.3%
-196.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.1% | +12.2% | -14.3% | -2.6% |
| 30D | -1.6% | +45.2% | -46.8% | -3.0% |
| 3M | +2.3% | +10.4% | -8.1% | +1.7% |
| 6M | +14.9% | -2.5% | +17.4% | +14.6% |
| YTD | +7.5% | -6.0% | +13.5% | +6.9% |
| 1Y | +55.7% | -56.4% | +112.1% | +58.2% |
| All | +110.2% | +306.3% | -196.1% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling