+1,684.5%
PLTR vs LEN
+15.3%
+1,669.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | 0.0% | -3.4% | +3.4% | +1.6% |
| 30D | -3.3% | -5.7% | +2.4% | -0.9% |
| 3M | +28.4% | -12.2% | +40.6% | +34.7% |
| 6M | +8.4% | -18.3% | +26.7% | +16.5% |
| YTD | -4.6% | -20.2% | +15.6% | +1.9% |
| 1Y | +4.4% | -40.1% | +44.5% | +26.5% |
| 3Y | +1,020.5% | -26.2% | +1,046.7% | +1,015.0% |
| 5Y | +548.8% | -9.8% | +558.6% | +441.5% |
| All | +1,684.5% | +15.3% | +1,669.3% | +1,146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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