+1,681.1%
PLTR vs LII
+38.0%
+1,643.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.5% |
| 7D | -5.1% | -1.2% | -3.9% | -4.6% |
| 30D | -19.1% | -2.0% | -17.1% | -18.8% |
| 3M | -1.6% | -20.2% | +18.6% | +8.5% |
| 6M | +22.8% | -32.5% | +55.3% | +42.6% |
| YTD | -4.8% | -27.4% | +22.6% | +2.9% |
| 1Y | -4.9% | -28.2% | +23.3% | +3.4% |
| 3Y | +826.1% | -7.2% | +833.3% | +699.2% |
| 5Y | +597.7% | +19.9% | +577.8% | +343.0% |
| All | +1,681.1% | +38.0% | +1,643.1% | +964.6% |
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