+361.6%
LRCX vs PANW
+164.6%
+197.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | -8.6% | -14.6% | +6.0% | -4.0% |
| 3M | -17.7% | +18.3% | -36.0% | -22.2% |
| 6M | +36.4% | +100.5% | -64.1% | +8.0% |
| YTD | +74.5% | +79.5% | -5.0% | +42.8% |
| 1Y | +159.4% | +66.7% | +92.7% | +118.9% |
| 3Y | +361.6% | +161.2% | +200.3% | +212.6% |
| All | +361.6% | +164.6% | +197.0% | +212.6% |
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