+1,714.7%
PLTR vs LH
+145.7%
+1,569.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.0% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | -17.5% | +18.0% | -35.5% | -22.8% |
| 3M | -1.5% | +15.7% | -17.1% | -7.1% |
| 6M | +25.9% | +46.6% | -20.7% | +7.6% |
| YTD | -3.0% | +49.5% | -52.5% | -18.5% |
| 1Y | -9.7% | +40.2% | -49.9% | -22.0% |
| 3Y | +776.5% | +87.6% | +688.9% | +553.1% |
| 5Y | +649.9% | +59.3% | +590.6% | +447.6% |
| All | +1,714.7% | +145.7% | +1,569.1% | +1,675.0% |
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