+483.3%
LLY vs MSTR
+36.1%
+447.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.3% |
| 7D | +6.7% | -13.4% | +20.2% | +7.2% |
| 30D | +19.6% | -22.1% | +41.6% | +20.4% |
| 3M | +19.7% | +15.0% | +4.8% | +18.7% |
| 6M | +42.7% | -37.3% | +80.0% | +44.2% |
| YTD | +35.1% | -26.5% | +61.7% | +35.2% |
| 1Y | +42.2% | -46.5% | +88.7% | +43.5% |
| 3Y | +140.8% | +121.1% | +19.7% | +124.4% |
| All | +483.3% | +36.1% | +447.2% | +430.0% |
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 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