-10.0%
PLTR vs LLY
+60.1%
-70.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.0% |
| 7D | -12.8% | +10.1% | -22.8% | -11.8% |
| 30D | -9.3% | +24.0% | -33.4% | -7.3% |
| 3M | +5.6% | +27.3% | -21.7% | +8.3% |
| 6M | +17.6% | +47.0% | -29.4% | +22.9% |
| YTD | -3.4% | +32.6% | -36.0% | +1.3% |
| 1Y | -10.0% | +57.3% | -67.3% | -8.1% |
| All | -10.0% | +60.1% | -70.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling