+316.7%
PANW vs LH
+27.0%
+289.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | -0.8% | -4.7% | +3.9% | +0.7% |
| 30D | -14.6% | -3.5% | -11.1% | -13.7% |
| 3M | +18.3% | +17.7% | +0.6% | +12.0% |
| 6M | +100.5% | +15.8% | +84.7% | +90.5% |
| YTD | +79.5% | +25.1% | +54.4% | +65.3% |
| 1Y | +66.7% | +12.5% | +54.2% | +58.9% |
| 3Y | +161.2% | +59.8% | +101.5% | +114.4% |
| All | +316.7% | +27.0% | +289.7% | +270.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling