+313.3%
ANET vs LH
+58.7%
+254.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.4% |
| 7D | +3.0% | -4.7% | +7.7% | +3.6% |
| 30D | -5.2% | -3.5% | -1.7% | -4.8% |
| 3M | +27.6% | +17.7% | +9.9% | +25.0% |
| 6M | +44.4% | +15.8% | +28.6% | +41.7% |
| YTD | +52.3% | +25.1% | +27.2% | +47.4% |
| 1Y | +30.4% | +12.5% | +17.9% | +28.4% |
| 3Y | +313.3% | +59.8% | +253.5% | +306.6% |
| All | +313.3% | +58.7% | +254.6% | +306.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling