+1,280.2%
PANW vs LSCC
+1,847.8%
-567.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | -11.8% | -9.5% | -2.3% | -9.7% |
| 3M | +28.6% | -13.8% | +42.4% | +32.3% |
| 6M | +104.4% | +24.5% | +79.9% | +88.4% |
| YTD | +83.8% | +55.1% | +28.6% | +57.7% |
| 1Y | +71.5% | +72.5% | -1.0% | +42.0% |
| 3Y | +172.2% | +24.5% | +147.6% | +129.4% |
| 5Y | +332.2% | +81.8% | +250.4% | +210.5% |
| All | +1,280.2% | +1,847.8% | -567.6% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LSCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling