+438.9%
LLY vs MSTR
+60.8%
+378.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.3% | +5.5% | -3.5% |
| 7D | -0.7% | -8.7% | +8.0% | -0.4% |
| 30D | +17.9% | -21.4% | +39.3% | +18.7% |
| 3M | +16.8% | +31.4% | -14.6% | +15.4% |
| 6M | +38.4% | -30.8% | +69.3% | +39.4% |
| YTD | +27.6% | -14.9% | +42.5% | +27.1% |
| 1Y | +48.3% | -49.3% | +97.6% | +49.9% |
| 3Y | +145.4% | +184.8% | -39.5% | +127.2% |
| 5Y | +438.9% | +62.1% | +376.8% | +374.2% |
| All | +438.9% | +60.8% | +378.1% | +374.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling