+1,660.3%
PLTR vs LHX
+58.4%
+1,601.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | -4.1% | -4.3% | +0.2% | -2.9% |
| 30D | -2.2% | -15.1% | +12.9% | +2.3% |
| 3M | +27.6% | -21.0% | +48.5% | +35.7% |
| 6M | +10.3% | -32.0% | +42.3% | +21.9% |
| YTD | -5.9% | -15.3% | +9.4% | -1.6% |
| 1Y | +1.7% | -11.1% | +12.8% | +5.1% |
| 3Y | +959.1% | +54.0% | +905.1% | +874.8% |
| 5Y | +536.3% | +17.1% | +519.2% | +490.9% |
| All | +1,660.3% | +58.4% | +1,601.9% | +1,602.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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