+161.2%
PANW vs LVS
-7.9%
+169.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -0.8% | -3.5% | +2.7% | -0.3% |
| 30D | -14.6% | -6.2% | -8.3% | -14.0% |
| 3M | +18.3% | -14.8% | +33.1% | +20.9% |
| 6M | +100.5% | -20.9% | +121.3% | +107.4% |
| YTD | +79.5% | -33.0% | +112.6% | +90.7% |
| 1Y | +66.7% | -20.0% | +86.7% | +70.9% |
| 3Y | +161.2% | -6.9% | +168.2% | +148.6% |
| All | +161.2% | -7.9% | +169.1% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling