+1,660.3%
PLTR vs LQD
-3.1%
+1,663.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -4.1% | -1.1% | -3.0% | -2.3% |
| 30D | -2.2% | -1.3% | -0.9% | -0.1% |
| 3M | +27.6% | -3.2% | +30.8% | +34.9% |
| 6M | +10.3% | -2.1% | +12.4% | +14.8% |
| YTD | -5.9% | -2.4% | -3.6% | -1.9% |
| 1Y | +1.7% | -2.7% | +4.4% | +6.6% |
| 3Y | +959.1% | +14.2% | +944.9% | +727.2% |
| 5Y | +536.3% | -5.8% | +542.1% | +595.1% |
| All | +1,660.3% | -3.1% | +1,663.4% | +1,757.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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