+3,684.3%
PANW vs LPLA
+1,200.1%
+2,484.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.0% | -1.5% | +3.6% | +2.5% |
| 30D | -13.0% | -6.0% | -7.0% | -11.3% |
| 3M | +28.6% | +21.4% | +7.3% | +21.3% |
| 6M | +103.0% | +12.1% | +90.9% | +94.8% |
| YTD | +81.9% | -1.8% | +83.8% | +80.7% |
| 1Y | +69.6% | +3.2% | +66.4% | +65.2% |
| 3Y | +169.4% | +45.9% | +123.5% | +131.9% |
| 5Y | +331.0% | +144.7% | +186.3% | +208.6% |
| 10Y | +1,292.3% | +1,222.4% | +69.8% | +488.0% |
| All | +3,684.3% | +1,200.1% | +2,484.2% | +1,602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling