+671.2%
MSTR vs LII
+2,734.1%
-2,063.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -15.9% | -4.6% | -11.3% | -14.7% |
| 3M | +33.1% | -21.2% | +54.3% | +46.6% |
| 6M | -31.0% | -36.4% | +5.5% | -18.5% |
| YTD | -15.1% | -28.9% | +13.8% | -5.6% |
| 1Y | -45.6% | -29.5% | -16.1% | -39.4% |
| 3Y | +180.5% | -8.6% | +189.1% | +180.6% |
| 5Y | +61.7% | +20.2% | +41.5% | +46.8% |
| 10Y | +578.0% | +166.2% | +411.8% | +345.2% |
| All | +671.2% | +2,734.1% | -2,063.0% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling