+1,668.3%
PLTR vs LVS
-7.9%
+1,676.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -3.1% |
| 7D | +4.7% | -0.8% | +5.6% | +5.0% |
| 30D | -16.4% | +10.0% | -26.4% | -19.8% |
| 3M | -6.2% | -11.0% | +4.9% | -2.6% |
| 6M | +29.2% | -20.1% | +49.3% | +39.4% |
| YTD | -5.5% | -36.3% | +30.9% | +10.9% |
| 1Y | -2.4% | -36.8% | +34.4% | +14.8% |
| 3Y | +752.3% | -9.5% | +761.8% | +724.4% |
| 5Y | +635.8% | +9.3% | +626.5% | +522.9% |
| All | +1,668.3% | -7.9% | +1,676.2% | +1,320.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling