+1,684.5%
PLTR vs LVS
-2.0%
+1,686.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | 0.0% | -2.7% | +2.8% | +1.1% |
| 30D | -3.3% | -4.7% | +1.4% | -1.7% |
| 3M | +28.4% | -15.6% | +43.9% | +36.5% |
| 6M | +8.4% | -18.6% | +27.0% | +16.8% |
| YTD | -4.6% | -32.3% | +27.6% | +9.9% |
| 1Y | +4.4% | -18.0% | +22.4% | +11.0% |
| 3Y | +1,020.5% | -5.8% | +1,026.3% | +976.8% |
| 5Y | +548.8% | +5.7% | +543.1% | +441.8% |
| All | +1,684.5% | -2.0% | +1,686.5% | +1,307.1% |
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