+1,248.2%
PANW vs LHX
+227.8%
+1,020.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -0.8% | -4.3% | +3.5% | +0.5% |
| 30D | -14.6% | -15.1% | +0.6% | -10.4% |
| 3M | +18.3% | -21.0% | +39.3% | +26.0% |
| 6M | +100.5% | -32.0% | +132.5% | +123.1% |
| YTD | +79.5% | -15.3% | +94.8% | +85.2% |
| 1Y | +66.7% | -11.1% | +77.8% | +69.0% |
| 3Y | +161.2% | +54.0% | +107.2% | +117.6% |
| 5Y | +322.2% | +17.1% | +305.1% | +279.6% |
| All | +1,248.2% | +227.8% | +1,020.4% | +706.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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