+4,408.3%
LLY vs MSTR
+1,516.3%
+2,892.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.3% | +5.5% | -3.4% |
| 7D | -0.7% | -8.7% | +8.0% | -0.3% |
| 30D | +17.9% | -21.4% | +39.3% | +18.9% |
| 3M | +16.8% | +31.4% | -14.6% | +15.1% |
| 6M | +38.4% | -30.8% | +69.3% | +39.5% |
| YTD | +27.6% | -14.9% | +42.5% | +27.0% |
| 1Y | +48.3% | -49.3% | +97.6% | +50.5% |
| 3Y | +145.4% | +184.8% | -39.5% | +123.4% |
| 5Y | +438.9% | +62.1% | +376.8% | +385.2% |
| 10Y | +2,101.6% | +580.0% | +1,521.7% | +1,690.6% |
| All | +4,408.3% | +1,516.3% | +2,892.0% | +2,673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling