+3,847.4%
ANET vs LH
+183.3%
+3,664.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.0% |
| 7D | +3.0% | -4.7% | +7.7% | +4.9% |
| 30D | -5.2% | -3.5% | -1.7% | -4.0% |
| 3M | +27.6% | +17.7% | +9.9% | +19.4% |
| 6M | +44.4% | +15.8% | +28.6% | +35.6% |
| YTD | +52.3% | +25.1% | +27.2% | +38.2% |
| 1Y | +30.4% | +12.5% | +17.9% | +23.0% |
| 3Y | +313.3% | +59.8% | +253.5% | +228.9% |
| 5Y | +810.0% | +27.1% | +782.9% | +688.7% |
| All | +3,847.4% | +183.3% | +3,664.1% | +2,183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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