+161.2%
PANW vs LNT
+46.9%
+114.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -1.0% | +0.3% | -0.9% |
| 30D | -14.6% | -4.2% | -10.3% | -15.0% |
| 3M | +18.3% | -6.7% | +25.0% | +17.4% |
| 6M | +100.5% | -3.6% | +104.1% | +99.4% |
| YTD | +79.5% | +5.9% | +73.6% | +79.2% |
| 1Y | +66.7% | +7.3% | +59.5% | +66.6% |
| 3Y | +161.2% | +46.5% | +114.8% | +176.7% |
| All | +161.2% | +46.9% | +114.3% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling