+1,266.4%
PANW vs LSCC
+1,870.1%
-603.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | +2.0% | +1.4% | +0.6% | +1.7% |
| 30D | -13.0% | -10.0% | -2.9% | -10.7% |
| 3M | +28.6% | -16.1% | +44.7% | +33.2% |
| 6M | +103.0% | +27.4% | +75.6% | +86.0% |
| YTD | +81.9% | +56.9% | +25.0% | +55.7% |
| 1Y | +69.6% | +74.6% | -5.0% | +40.0% |
| 3Y | +169.4% | +26.0% | +143.5% | +126.4% |
| 5Y | +331.0% | +86.1% | +244.9% | +207.8% |
| All | +1,266.4% | +1,870.1% | -603.8% | +471.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling