+3,684.3%
PANW vs LVS
+64.0%
+3,620.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +2.0% | -2.7% | +4.7% | +2.7% |
| 30D | -13.0% | -4.7% | -8.3% | -12.2% |
| 3M | +28.6% | -15.6% | +44.2% | +33.5% |
| 6M | +103.0% | -18.6% | +121.6% | +112.3% |
| YTD | +81.9% | -32.3% | +114.2% | +98.6% |
| 1Y | +69.6% | -18.0% | +87.6% | +75.0% |
| 3Y | +169.4% | -5.8% | +175.3% | +160.0% |
| 5Y | +331.0% | +5.7% | +325.3% | +282.1% |
| 10Y | +1,292.3% | 0.0% | +1,292.3% | +1,065.2% |
| All | +3,684.3% | +64.0% | +3,620.3% | +3,017.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling