+1,588.2%
PLTR vs LLY
+884.3%
+703.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -12.9% | -4.5% | -8.4% | -12.2% |
| 30D | -17.4% | +13.9% | -31.3% | -19.1% |
| 3M | +2.9% | +13.8% | -10.9% | +0.6% |
| 6M | +19.9% | +37.6% | -17.7% | +13.3% |
| YTD | -9.8% | +26.6% | -36.4% | -14.0% |
| 1Y | -8.4% | +45.3% | -53.7% | -15.3% |
| 3Y | +765.0% | +132.2% | +632.8% | +649.5% |
| 5Y | +516.8% | +434.7% | +82.2% | +397.9% |
| All | +1,588.2% | +884.3% | +703.9% | +1,393.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling