+1,677.1%
PLTR vs LLY
+941.2%
+735.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -19.2% | +21.5% | -40.7% | -21.7% |
| 3M | -3.7% | +16.4% | -20.1% | -6.0% |
| 6M | +22.5% | +51.5% | -29.0% | +14.0% |
| YTD | -5.0% | +33.9% | -38.9% | -10.3% |
| 1Y | -12.8% | +49.1% | -61.9% | -19.5% |
| 3Y | +758.3% | +144.6% | +613.6% | +637.6% |
| 5Y | +649.6% | +466.3% | +183.3% | +499.8% |
| All | +1,677.1% | +941.2% | +735.8% | +1,458.3% |
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