+3,634.0%
PANW vs LHX
+698.1%
+2,935.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -0.8% | -4.3% | +3.5% | +0.7% |
| 30D | -14.6% | -15.1% | +0.6% | -9.5% |
| 3M | +18.3% | -21.0% | +39.3% | +27.8% |
| 6M | +100.5% | -32.0% | +132.5% | +128.1% |
| YTD | +79.5% | -15.3% | +94.8% | +86.6% |
| 1Y | +66.7% | -11.1% | +77.8% | +69.7% |
| 3Y | +161.2% | +54.0% | +107.2% | +110.3% |
| 5Y | +322.2% | +17.1% | +305.1% | +271.7% |
| 10Y | +1,273.8% | +225.8% | +1,048.0% | +569.7% |
| All | +3,634.0% | +698.1% | +2,935.9% | +1,357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling