+1,248.2%
PANW vs LNT
+148.3%
+1,099.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -1.0% | +0.3% | -0.6% |
| 30D | -14.6% | -4.2% | -10.3% | -14.0% |
| 3M | +18.3% | -6.7% | +25.0% | +19.4% |
| 6M | +100.5% | -3.6% | +104.1% | +100.8% |
| YTD | +79.5% | +5.9% | +73.6% | +76.8% |
| 1Y | +66.7% | +7.3% | +59.5% | +63.7% |
| 3Y | +161.2% | +46.5% | +114.8% | +139.9% |
| 5Y | +322.2% | +32.5% | +289.7% | +292.4% |
| All | +1,248.2% | +148.3% | +1,099.9% | +1,021.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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