+499.6%
PLTR vs LLY
+436.7%
+62.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -12.9% | -4.5% | -8.4% | -12.0% |
| 30D | -17.4% | +13.9% | -31.3% | -19.7% |
| 3M | +2.9% | +13.8% | -10.9% | -0.1% |
| 6M | +19.9% | +37.6% | -17.7% | +11.0% |
| YTD | -9.8% | +26.6% | -36.4% | -15.5% |
| 1Y | -8.4% | +45.3% | -53.7% | -17.7% |
| 3Y | +765.0% | +132.2% | +632.8% | +588.4% |
| All | +499.6% | +436.7% | +62.8% | +227.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling