+1,248.2%
PANW vs LNG
+562.2%
+686.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -4.7% | +3.9% | +0.4% |
| 30D | -14.6% | +3.8% | -18.4% | -15.6% |
| 3M | +18.3% | +16.2% | +2.1% | +12.9% |
| 6M | +100.5% | +11.7% | +88.8% | +91.9% |
| YTD | +79.5% | +44.2% | +35.3% | +59.0% |
| 1Y | +66.7% | +18.6% | +48.2% | +56.3% |
| 3Y | +161.2% | +77.4% | +83.8% | +113.7% |
| 5Y | +322.2% | +232.3% | +89.9% | +176.5% |
| All | +1,248.2% | +562.2% | +686.0% | +577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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