+3,634.0%
PANW vs LUMN
-61.0%
+3,695.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | -14.6% | +10.3% | -24.9% | -15.4% |
| 3M | +18.3% | -18.3% | +36.5% | +19.9% |
| 6M | +100.5% | +4.4% | +96.1% | +98.0% |
| YTD | +79.5% | -10.7% | +90.2% | +78.4% |
| 1Y | +66.7% | +14.0% | +52.8% | +61.1% |
| 3Y | +161.2% | +406.6% | -245.3% | +101.5% |
| 5Y | +322.2% | -36.8% | +359.0% | +326.7% |
| 10Y | +1,273.8% | -56.2% | +1,330.0% | +1,258.8% |
| All | +3,634.0% | -61.0% | +3,695.0% | +3,630.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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