+161.2%
PANW vs LH
+58.7%
+102.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -0.8% | -4.7% | +3.9% | +0.1% |
| 30D | -14.6% | -3.5% | -11.1% | -14.1% |
| 3M | +18.3% | +17.7% | +0.6% | +14.5% |
| 6M | +100.5% | +15.8% | +84.7% | +94.6% |
| YTD | +79.5% | +25.1% | +54.4% | +70.8% |
| 1Y | +66.7% | +12.5% | +54.2% | +62.1% |
| 3Y | +161.2% | +59.8% | +101.5% | +148.0% |
| All | +161.2% | +58.7% | +102.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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