+736.9%
MSTR vs LII
+168.6%
+568.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -2.1% |
| 7D | +12.2% | -0.7% | +12.9% | +12.8% |
| 30D | +45.2% | -12.6% | +57.8% | +56.9% |
| 3M | +10.4% | -24.4% | +34.8% | +25.9% |
| 6M | -2.5% | -28.7% | +26.2% | +13.8% |
| YTD | -6.0% | -19.1% | +13.1% | +0.2% |
| 1Y | -56.4% | -29.7% | -26.7% | -49.2% |
| 3Y | +306.3% | +4.8% | +301.5% | +255.3% |
| 5Y | +100.5% | +24.6% | +75.9% | +48.5% |
| All | +736.9% | +168.6% | +568.3% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling