+3,847.4%
ANET vs LHX
+227.8%
+3,619.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +6.0% |
| 7D | +3.0% | -4.3% | +7.3% | +4.5% |
| 30D | -5.2% | -15.1% | +10.0% | 0.0% |
| 3M | +27.6% | -21.0% | +48.6% | +36.9% |
| 6M | +44.4% | -32.0% | +76.4% | +63.1% |
| YTD | +52.3% | -15.3% | +67.6% | +58.0% |
| 1Y | +30.4% | -11.1% | +41.5% | +32.6% |
| 3Y | +313.3% | +54.0% | +259.2% | +231.8% |
| 5Y | +810.0% | +17.1% | +792.9% | +692.4% |
| All | +3,847.4% | +227.8% | +3,619.6% | +1,778.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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