+617.7%
PLTR vs LTH
+156.3%
+461.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.5% |
| 7D | -5.3% | +1.5% | -6.9% | -6.2% |
| 30D | -1.0% | -3.1% | +2.1% | 0.0% |
| 3M | +24.8% | +28.1% | -3.3% | +10.7% |
| 6M | +8.4% | +67.4% | -59.0% | -17.2% |
| YTD | -4.2% | +59.8% | -64.0% | -25.8% |
| 1Y | +9.1% | +45.6% | -36.5% | -12.4% |
| 3Y | +1,025.6% | +162.0% | +863.6% | +545.9% |
| All | +617.7% | +156.3% | +461.4% | +286.4% |
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