+765.0%
PLTR vs LII
-8.7%
+773.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.1% |
| 7D | -12.9% | -0.6% | -12.3% | -12.7% |
| 30D | -17.4% | -4.6% | -12.8% | -16.5% |
| 3M | +2.9% | -21.2% | +24.1% | +10.1% |
| 6M | +19.9% | -36.4% | +56.3% | +34.5% |
| YTD | -9.8% | -28.9% | +19.2% | -5.3% |
| 1Y | -8.4% | -29.5% | +21.1% | -3.4% |
| 3Y | +765.0% | -8.6% | +773.6% | +666.3% |
| All | +765.0% | -8.7% | +773.8% | +666.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling