+73.3%
PANW vs LVS
-18.2%
+91.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -10.3% | -1.5% | -8.8% | -10.3% |
| 30D | -8.1% | -3.2% | -4.9% | -8.1% |
| 3M | +19.3% | -12.0% | +31.3% | +20.8% |
| 6M | +110.2% | -19.9% | +130.1% | +115.3% |
| YTD | +80.9% | -30.6% | +111.6% | +88.1% |
| 1Y | +73.3% | -17.7% | +91.0% | +79.4% |
| All | +73.3% | -18.2% | +91.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling