+1,870.5%
LITE vs PANW
+175.1%
+1,695.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +9.9% | +10.6% |
| 7D | +12.6% | -6.9% | +19.5% | +15.5% |
| 30D | +9.9% | -7.4% | +17.3% | +12.1% |
| 3M | +9.3% | +26.5% | -17.2% | -1.7% |
| 6M | +75.2% | +104.2% | -28.9% | +28.7% |
| YTD | +165.5% | +82.9% | +82.5% | +102.8% |
| 1Y | +555.0% | +70.7% | +484.3% | +421.0% |
| 3Y | +1,870.5% | +170.9% | +1,699.5% | +1,241.4% |
| All | +1,870.5% | +175.1% | +1,695.4% | +1,241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling