+526.8%
MSTR vs LII
+166.2%
+360.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -10.7% | +0.4% | -11.2% | -10.8% |
| 30D | -21.6% | -2.4% | -19.2% | -21.1% |
| 3M | +24.4% | -17.5% | +41.9% | +38.1% |
| 6M | -35.5% | -32.8% | -2.6% | -21.8% |
| YTD | -20.3% | -27.7% | +7.4% | -9.9% |
| 1Y | -49.3% | -28.1% | -21.2% | -42.6% |
| 3Y | +137.8% | -9.7% | +147.4% | +127.3% |
| 5Y | +48.3% | +19.5% | +28.8% | +12.8% |
| 10Y | +526.8% | +170.6% | +356.2% | +255.3% |
| All | +526.8% | +166.2% | +360.6% | +255.3% |
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