+171.6%
PANW vs LDOS
+42.3%
+129.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -10.3% | -5.4% | -4.9% | -9.1% |
| 30D | -8.1% | +4.9% | -13.0% | -8.8% |
| 3M | +19.3% | +7.2% | +12.2% | +18.0% |
| 6M | +110.2% | -24.2% | +134.4% | +125.5% |
| YTD | +80.9% | -25.8% | +106.7% | +94.2% |
| 1Y | +73.3% | -24.7% | +98.0% | +85.2% |
| All | +171.6% | +42.3% | +129.3% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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