+1,046.2%
PLTR vs LLY
+109.8%
+936.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -6.4% | -2.1% | -4.3% | -5.9% |
| 30D | +10.0% | -1.6% | +11.6% | +10.3% |
| 3M | +23.0% | +2.3% | +20.7% | +21.7% |
| 6M | +13.8% | +14.9% | -1.1% | +8.4% |
| YTD | -1.9% | +7.5% | -9.4% | -5.4% |
| 1Y | +11.6% | +55.7% | -44.0% | -7.7% |
| All | +1,046.2% | +109.8% | +936.4% | +636.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling