+1,668.3%
PLTR vs LNT
+73.9%
+1,594.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | +4.7% | +1.0% | +3.7% | +4.8% |
| 30D | -16.4% | +9.6% | -26.0% | -16.1% |
| 3M | -6.2% | +5.4% | -11.6% | -5.9% |
| 6M | +29.2% | +3.1% | +26.1% | +29.6% |
| YTD | -5.5% | +16.5% | -22.0% | -5.7% |
| 1Y | -2.4% | +12.3% | -14.7% | -2.4% |
| 3Y | +752.3% | +70.3% | +682.0% | +745.6% |
| 5Y | +635.8% | +56.4% | +579.4% | +648.2% |
| All | +1,668.3% | +73.9% | +1,594.4% | +1,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling