+554.5%
MSTR vs LII
+170.7%
+383.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.9% |
| 7D | -4.0% | -1.2% | -2.8% | -3.2% |
| 30D | -18.6% | -2.0% | -16.7% | -18.4% |
| 3M | +25.6% | -20.2% | +45.8% | +42.2% |
| 6M | -33.1% | -32.5% | -0.5% | -19.1% |
| YTD | -17.3% | -27.4% | +10.0% | -6.8% |
| 1Y | -48.1% | -28.2% | -19.9% | -41.2% |
| 3Y | +154.2% | -7.2% | +161.4% | +138.9% |
| 5Y | +46.2% | +19.9% | +26.3% | +11.0% |
| 10Y | +554.5% | +168.6% | +385.9% | +273.6% |
| All | +554.5% | +170.7% | +383.8% | +273.6% |
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