+62.2%
PANW vs LMT
+26.0%
+36.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.5% |
| 7D | -11.8% | -5.5% | -6.3% | -11.7% |
| 30D | -14.4% | +17.5% | -31.9% | -14.5% |
| 3M | -5.0% | +1.6% | -6.6% | -5.1% |
| 6M | +88.6% | +16.3% | +72.3% | +91.3% |
| YTD | +88.9% | +25.3% | +63.7% | +93.4% |
| 1Y | +62.2% | +25.9% | +36.4% | +66.4% |
| All | +62.2% | +26.0% | +36.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 1y: compounded portfolio wealth divided by compounded LMT 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…
1y analysis · Full analysis span regression · 6 months rolling