+1,684.5%
PLTR vs LH
+111.9%
+1,572.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | 0.0% | -3.2% | +3.2% | +1.4% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | +28.4% | +18.6% | +9.7% | +19.8% |
| 6M | +8.4% | +17.9% | -9.6% | +1.1% |
| YTD | -4.6% | +28.9% | -33.6% | -14.9% |
| 1Y | +4.4% | +16.6% | -12.2% | -3.0% |
| 3Y | +1,020.5% | +63.6% | +956.9% | +782.2% |
| 5Y | +548.8% | +30.0% | +518.8% | +386.2% |
| All | +1,684.5% | +111.9% | +1,572.6% | +1,753.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling