+1,088.9%
ANET vs LBRT
+33.5%
+1,055.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -0.8% | +8.7% | -9.6% | -2.0% |
| 30D | -1.8% | +6.6% | -8.4% | -2.7% |
| 3M | +16.7% | -34.5% | +51.2% | +22.8% |
| 6M | +43.7% | -24.5% | +68.2% | +47.8% |
| YTD | +47.9% | +12.7% | +35.2% | +43.8% |
| 1Y | +37.3% | +94.8% | -57.6% | +23.2% |
| 3Y | +292.7% | +31.9% | +260.9% | +265.3% |
| 5Y | +753.8% | +111.8% | +642.0% | +638.0% |
| All | +1,088.9% | +33.5% | +1,055.4% | +863.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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