+1,248.2%
PANW vs LPLA
+1,251.7%
-3.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.9% |
| 7D | -0.8% | -1.5% | +0.8% | -0.4% |
| 30D | -14.6% | -6.0% | -8.6% | -12.9% |
| 3M | +18.3% | +24.0% | -5.8% | +10.5% |
| 6M | +100.5% | +17.0% | +83.5% | +89.5% |
| YTD | +79.5% | -0.7% | +80.2% | +77.5% |
| 1Y | +66.7% | +2.1% | +64.6% | +62.8% |
| 3Y | +161.2% | +48.7% | +112.6% | +121.9% |
| 5Y | +322.2% | +151.2% | +171.0% | +193.6% |
| All | +1,248.2% | +1,251.7% | -3.5% | +522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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