+1,735.1%
PLTR vs LLY
+735.6%
+999.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -6.4% | -2.1% | -4.3% | -6.1% |
| 30D | +10.0% | -1.6% | +11.6% | +10.2% |
| 3M | +23.0% | +2.3% | +20.7% | +22.3% |
| 6M | +13.8% | +14.9% | -1.1% | +10.5% |
| YTD | -1.9% | +7.5% | -9.4% | -4.0% |
| 1Y | +11.6% | +55.7% | -44.0% | +0.8% |
| 3Y | +1,048.4% | +110.6% | +937.8% | +916.9% |
| 5Y | +554.4% | +363.4% | +191.0% | +442.6% |
| All | +1,735.1% | +735.6% | +999.5% | +1,566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling