+1,248.2%
PANW vs LVS
0.0%
+1,248.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -0.8% | -3.5% | +2.7% | +0.1% |
| 30D | -14.6% | -6.2% | -8.3% | -13.5% |
| 3M | +18.3% | -14.8% | +33.1% | +22.4% |
| 6M | +100.5% | -20.9% | +121.3% | +110.9% |
| YTD | +79.5% | -33.0% | +112.6% | +96.1% |
| 1Y | +66.7% | -20.0% | +86.7% | +72.9% |
| 3Y | +161.2% | -6.9% | +168.2% | +152.5% |
| 5Y | +322.2% | +9.1% | +313.1% | +270.3% |
| All | +1,248.2% | 0.0% | +1,248.2% | +1,073.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling