+154.2%
MSTR vs LII
-8.9%
+163.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.7% |
| 7D | -4.0% | -1.2% | -2.8% | -3.3% |
| 30D | -18.6% | -2.0% | -16.7% | -18.4% |
| 3M | +25.6% | -20.2% | +45.8% | +39.6% |
| 6M | -33.1% | -32.5% | -0.5% | -21.4% |
| YTD | -17.3% | -27.4% | +10.0% | -9.7% |
| 1Y | -48.1% | -28.2% | -19.9% | -42.9% |
| 3Y | +154.2% | -7.2% | +161.4% | +147.3% |
| All | +154.2% | -8.9% | +163.1% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling