+3,539.1%
PANW vs LSCC
+3,012.2%
+526.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +1.1% |
| 7D | +2.7% | +7.0% | -4.3% | +1.0% |
| 30D | -14.1% | -2.3% | -11.8% | -14.1% |
| 3M | -18.6% | -12.5% | -6.1% | -17.2% |
| 6M | +41.5% | -10.6% | +52.0% | +41.5% |
| YTD | +74.9% | +52.7% | +22.2% | +51.1% |
| 1Y | +57.4% | +74.0% | -16.6% | +31.4% |
| 3Y | +152.1% | +104.8% | +47.3% | +89.8% |
| 5Y | +275.3% | +36.2% | +239.0% | +196.9% |
| 10Y | +1,139.3% | +1,355.3% | -216.0% | +482.8% |
| All | +3,539.1% | +3,012.2% | +526.9% | +1,314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling