+1,684.5%
PLTR vs LHX
+61.6%
+1,623.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | 0.0% | -3.7% | +3.8% | +1.1% |
| 30D | -3.3% | -13.2% | +9.9% | +0.5% |
| 3M | +28.4% | -18.4% | +46.7% | +35.3% |
| 6M | +8.4% | -32.0% | +40.3% | +19.7% |
| YTD | -4.6% | -13.6% | +9.0% | -0.8% |
| 1Y | +4.4% | -6.0% | +10.4% | +6.4% |
| 3Y | +1,020.5% | +57.9% | +962.5% | +924.9% |
| 5Y | +548.8% | +19.2% | +529.6% | +498.9% |
| All | +1,684.5% | +61.6% | +1,623.0% | +1,616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling