+613.0%
PLTR vs LTH
+183.0%
+430.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | -5.1% | +7.0% | -12.1% | -8.1% |
| 30D | -19.1% | +15.4% | -34.5% | -24.3% |
| 3M | -1.6% | +7.0% | -8.7% | -5.4% |
| 6M | +22.8% | +46.9% | -24.1% | +1.5% |
| YTD | -4.8% | +76.4% | -81.2% | -29.8% |
| 1Y | -4.9% | +83.7% | -88.6% | -31.5% |
| 3Y | +826.1% | +248.9% | +577.2% | +364.7% |
| 5Y | +597.7% | +141.8% | +455.9% | +256.9% |
| All | +613.0% | +183.0% | +430.0% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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