+1,677.1%
PLTR vs LII
+37.4%
+1,639.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | -19.2% | -2.4% | -16.9% | -18.9% |
| 3M | -3.7% | -17.5% | +13.8% | +4.6% |
| 6M | +22.5% | -32.8% | +55.3% | +42.6% |
| YTD | -5.0% | -27.7% | +22.7% | +2.9% |
| 1Y | -12.8% | -28.1% | +15.3% | -5.3% |
| 3Y | +758.3% | -9.7% | +767.9% | +652.8% |
| 5Y | +649.6% | +19.5% | +630.1% | +377.0% |
| All | +1,677.1% | +37.4% | +1,639.7% | +964.4% |
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