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  • PLTR vs LII✓SelectedUSD · LIIPLTR vs LII performance historyLatest closeAs of-4.49%09/04
Stock and ETF performance explorer

PLTR vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+552.9%
LII return
+25.3%
Excess return
+527.6%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D-4.5%+1.2%-5.6%-5.1%
7D-6.4%-0.7%-5.7%-6.0%
30D+10.0%-12.6%+22.6%+17.9%
3M+23.0%-24.4%+47.5%+38.2%
6M+13.8%-28.7%+42.5%+29.7%
YTD-1.9%-19.1%+17.2%+1.5%
1Y+11.6%-29.7%+41.4%+25.2%
3Y+1,048.4%+4.8%+1,043.6%+770.2%
All+552.9%+25.3%+527.6%+236.0%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling