+536.9%
MSTR vs LII
+168.1%
+368.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -14.2% | -2.3% | -11.9% | -12.9% |
| 30D | -19.9% | -1.7% | -18.2% | -19.7% |
| 3M | +27.3% | -18.3% | +45.6% | +42.2% |
| 6M | -37.6% | -32.3% | -5.2% | -24.7% |
| YTD | -19.5% | -27.1% | +7.6% | -9.4% |
| 1Y | -47.1% | -27.2% | -19.9% | -40.6% |
| 3Y | +140.3% | -8.9% | +149.2% | +128.6% |
| 5Y | +49.5% | +19.7% | +29.8% | +13.5% |
| All | +536.9% | +168.1% | +368.8% | +260.6% |
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