+120.4%
MSTR vs LII
+25.3%
+95.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -2.2% |
| 7D | +12.2% | -0.7% | +12.9% | +12.9% |
| 30D | +45.2% | -12.6% | +57.8% | +59.2% |
| 3M | +10.4% | -24.4% | +34.8% | +28.4% |
| 6M | -2.5% | -28.7% | +26.2% | +16.7% |
| YTD | -6.0% | -19.1% | +13.1% | -0.2% |
| 1Y | -56.4% | -29.7% | -26.7% | -48.1% |
| 3Y | +306.3% | +4.8% | +301.5% | +203.5% |
| All | +120.4% | +25.3% | +95.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling