+754.1%
MSTR vs LII
+3,124.4%
-2,370.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.9% |
| 7D | +12.2% | -0.7% | +12.9% | +12.7% |
| 30D | +45.2% | -12.6% | +57.8% | +53.5% |
| 3M | +10.4% | -24.4% | +34.8% | +21.7% |
| 6M | -2.5% | -28.7% | +26.2% | +9.3% |
| YTD | -6.0% | -19.1% | +13.1% | -0.6% |
| 1Y | -56.4% | -29.7% | -26.7% | -51.1% |
| 3Y | +306.3% | +4.8% | +301.5% | +283.6% |
| 5Y | +100.5% | +24.6% | +75.9% | +79.1% |
| 10Y | +741.1% | +169.2% | +571.9% | +447.5% |
| All | +754.1% | +3,124.4% | -2,370.2% | +95.8% |
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