+5,397.9%
ANET vs LEN
+123.5%
+5,274.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.0% |
| 7D | -1.3% | -7.8% | +6.5% | +1.0% |
| 30D | -4.5% | -11.0% | +6.5% | -1.4% |
| 3M | +24.5% | -12.8% | +37.3% | +28.5% |
| 6M | +35.4% | -20.2% | +55.6% | +42.8% |
| YTD | +44.2% | -23.0% | +67.3% | +52.7% |
| 1Y | +25.4% | -41.8% | +67.2% | +43.7% |
| 3Y | +284.8% | -28.8% | +313.6% | +296.7% |
| 5Y | +761.7% | -12.6% | +774.3% | +708.7% |
| 10Y | +3,691.2% | +101.7% | +3,589.4% | +2,323.2% |
| All | +5,397.9% | +123.5% | +5,274.4% | +3,167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling