+1,645.9%
PLTR vs LNT
+58.1%
+1,587.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -9.1% | -1.1% | -8.0% | -9.1% |
| 30D | -5.2% | -1.9% | -3.3% | -5.2% |
| 3M | +27.4% | -7.2% | +34.6% | +27.3% |
| 6M | +9.7% | -3.9% | +13.6% | +9.6% |
| YTD | -6.7% | +5.9% | -12.6% | -7.2% |
| 1Y | -0.5% | +8.4% | -8.9% | -1.3% |
| 3Y | +996.2% | +46.6% | +949.6% | +982.7% |
| 5Y | +531.1% | +32.4% | +498.7% | +519.1% |
| All | +1,645.9% | +58.1% | +1,587.8% | +1,675.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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