+736.0%
PLTR vs LSCC
+69.3%
+666.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -8.6% | -1.1% | -6.9% |
| 7D | -21.1% | -4.8% | -16.3% | -19.9% |
| 30D | -19.3% | -27.1% | +7.8% | -11.0% |
| 3M | -2.2% | -23.6% | +21.4% | +5.3% |
| 6M | +14.0% | -19.8% | +33.9% | +17.0% |
| YTD | -12.8% | +33.2% | -46.0% | -29.7% |
| 1Y | -17.5% | +55.2% | -72.7% | -37.8% |
| All | +736.0% | +69.3% | +666.7% | +449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling