+1,248.2%
PANW vs LYV
+564.6%
+683.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | -14.6% | -8.2% | -6.4% | -12.4% |
| 3M | +18.3% | -1.3% | +19.6% | +18.5% |
| 6M | +100.5% | +2.6% | +97.9% | +97.8% |
| YTD | +79.5% | +19.4% | +60.1% | +68.2% |
| 1Y | +66.7% | -2.2% | +69.0% | +65.8% |
| 3Y | +161.2% | +106.0% | +55.2% | +102.2% |
| 5Y | +322.2% | +97.7% | +224.5% | +226.4% |
| All | +1,248.2% | +564.6% | +683.6% | +624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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