+721.2%
PANW vs LCID
-95.9%
+817.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | -0.8% | -9.8% | +9.0% | +0.2% |
| 30D | -14.6% | -35.5% | +20.9% | -11.0% |
| 3M | +18.3% | -18.4% | +36.7% | +19.0% |
| 6M | +100.5% | -60.5% | +161.0% | +115.0% |
| YTD | +79.5% | -60.1% | +139.6% | +91.3% |
| 1Y | +66.7% | -78.8% | +145.5% | +88.0% |
| 3Y | +161.2% | -92.8% | +254.0% | +210.6% |
| 5Y | +322.2% | -97.9% | +420.1% | +454.1% |
| All | +721.2% | -95.9% | +817.0% | +1,004.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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