+1,714.7%
PLTR vs LLY
+944.9%
+769.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -17.5% | +21.5% | -39.0% | -20.0% |
| 3M | -1.5% | +18.5% | -19.9% | -4.1% |
| 6M | +25.9% | +49.1% | -23.2% | +17.6% |
| YTD | -3.0% | +34.4% | -37.4% | -8.4% |
| 1Y | -9.7% | +46.3% | -56.0% | -16.3% |
| 3Y | +776.5% | +145.5% | +631.0% | +652.8% |
| 5Y | +649.9% | +472.7% | +177.2% | +500.1% |
| All | +1,714.7% | +944.9% | +769.9% | +1,490.5% |
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