+164.8%
PANW vs LBRT
+29.0%
+135.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.9% |
| 7D | +2.0% | +10.2% | -8.2% | +0.9% |
| 30D | -13.0% | +4.9% | -17.8% | -13.5% |
| 3M | +28.6% | -21.2% | +49.9% | +30.8% |
| 6M | +103.0% | -19.9% | +122.9% | +105.3% |
| YTD | +81.9% | +20.8% | +61.2% | +74.1% |
| 1Y | +69.6% | +123.5% | -53.9% | +47.7% |
| All | +164.8% | +29.0% | +135.8% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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