+1,645.9%
PLTR vs LVS
-3.6%
+1,649.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -9.1% | -4.3% | -4.8% | -7.5% |
| 30D | -5.2% | -6.8% | +1.6% | -2.8% |
| 3M | +27.4% | -15.6% | +43.0% | +35.5% |
| 6M | +9.7% | -20.6% | +30.3% | +19.5% |
| YTD | -6.7% | -33.4% | +26.7% | +8.2% |
| 1Y | -0.5% | -20.1% | +19.6% | +6.8% |
| 3Y | +996.2% | -7.4% | +1,003.7% | +960.6% |
| 5Y | +531.1% | +8.5% | +522.6% | +428.7% |
| All | +1,645.9% | -3.6% | +1,649.5% | +1,285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling