+1,135.8%
PANW vs LII
+169.1%
+966.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | +2.7% | +2.9% | -0.3% | +1.8% |
| 30D | -14.1% | +0.9% | -15.0% | -14.6% |
| 3M | -18.6% | -15.5% | -3.1% | -14.8% |
| 6M | +41.5% | -30.2% | +71.7% | +54.8% |
| YTD | +74.9% | -26.8% | +101.8% | +85.5% |
| 1Y | +57.4% | -25.3% | +82.6% | +65.4% |
| 3Y | +152.1% | -7.8% | +159.9% | +141.5% |
| 5Y | +275.3% | +17.0% | +258.3% | +218.2% |
| All | +1,135.8% | +169.1% | +966.7% | +716.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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