+2,405.2%
LITE vs PANW
+1,311.5%
+1,093.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | +10.4% | +2.0% | +8.5% | +9.6% |
| 30D | +14.0% | -11.8% | +25.8% | +19.0% |
| 3M | +9.7% | +28.6% | -18.9% | -2.1% |
| 6M | +39.2% | +104.4% | -65.2% | +1.8% |
| YTD | +153.9% | +83.8% | +70.1% | +91.4% |
| 1Y | +467.5% | +71.5% | +396.0% | +342.3% |
| 3Y | +1,784.2% | +172.2% | +1,612.0% | +1,081.1% |
| 5Y | +990.3% | +332.2% | +658.1% | +422.8% |
| All | +2,405.2% | +1,311.5% | +1,093.8% | +524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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