+1,645.9%
PLTR vs LH
+102.6%
+1,543.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -0.4% |
| 7D | -9.1% | -7.4% | -1.7% | -6.3% |
| 30D | -5.2% | -4.6% | -0.6% | -3.4% |
| 3M | +27.4% | +14.5% | +12.9% | +20.5% |
| 6M | +9.7% | +14.8% | -5.1% | +3.5% |
| YTD | -6.7% | +23.3% | -30.0% | -15.2% |
| 1Y | -0.5% | +13.6% | -14.1% | -6.7% |
| 3Y | +996.2% | +56.3% | +939.9% | +778.8% |
| 5Y | +531.1% | +25.2% | +505.9% | +383.7% |
| All | +1,645.9% | +102.6% | +1,543.3% | +1,746.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling