+5,706.3%
ANET vs LHX
+309.0%
+5,397.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +6.0% |
| 7D | +3.0% | -4.3% | +7.3% | +4.6% |
| 30D | -5.2% | -15.1% | +10.0% | +0.5% |
| 3M | +27.6% | -21.0% | +48.6% | +37.7% |
| 6M | +44.4% | -32.0% | +76.4% | +64.6% |
| YTD | +52.3% | -15.3% | +67.6% | +58.5% |
| 1Y | +30.4% | -11.1% | +41.5% | +32.9% |
| 3Y | +313.3% | +54.0% | +259.2% | +227.6% |
| 5Y | +810.0% | +17.1% | +792.9% | +685.6% |
| 10Y | +3,903.8% | +225.8% | +3,678.0% | +1,796.3% |
| All | +5,706.3% | +309.0% | +5,397.3% | +2,518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling