+313.3%
ANET vs LEN
-27.3%
+340.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.4% |
| 7D | +3.0% | -4.8% | +7.8% | +3.5% |
| 30D | -5.2% | -6.6% | +1.4% | -4.5% |
| 3M | +27.6% | -15.7% | +43.3% | +29.8% |
| 6M | +44.4% | -16.6% | +61.0% | +46.9% |
| YTD | +52.3% | -21.3% | +73.7% | +55.5% |
| 1Y | +30.4% | -42.0% | +72.5% | +39.4% |
| 3Y | +313.3% | -27.9% | +341.2% | +275.9% |
| All | +313.3% | -27.3% | +340.5% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling