+1,681.1%
PLTR vs LLY
+926.5%
+754.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +4.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -19.1% | +19.7% | -38.8% | -21.4% |
| 3M | -1.6% | +19.3% | -20.9% | -4.4% |
| 6M | +22.8% | +49.3% | -26.6% | +14.5% |
| YTD | -4.8% | +32.0% | -36.8% | -9.9% |
| 1Y | -4.9% | +53.7% | -58.6% | -12.8% |
| 3Y | +826.1% | +143.7% | +682.4% | +697.0% |
| 5Y | +597.7% | +463.9% | +133.8% | +460.0% |
| All | +1,681.1% | +926.5% | +754.6% | +1,465.3% |
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