+3,847.4%
ANET vs LEN
+108.0%
+3,739.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.0% |
| 7D | +3.0% | -4.8% | +7.8% | +4.4% |
| 30D | -5.2% | -6.6% | +1.4% | -3.5% |
| 3M | +27.6% | -15.7% | +43.3% | +32.8% |
| 6M | +44.4% | -16.6% | +61.0% | +50.2% |
| YTD | +52.3% | -21.3% | +73.7% | +59.9% |
| 1Y | +30.4% | -42.0% | +72.5% | +48.9% |
| 3Y | +313.3% | -27.9% | +341.2% | +323.9% |
| 5Y | +810.0% | -10.7% | +820.7% | +748.5% |
| All | +3,847.4% | +108.0% | +3,739.4% | +2,444.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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