+5,571.6%
ANET vs LII
+398.1%
+5,173.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +3.0% | +2.1% | +0.9% | +2.1% |
| 30D | +3.3% | -12.4% | +15.7% | +9.3% |
| 3M | +24.7% | -24.8% | +49.5% | +39.2% |
| 6M | +46.7% | -25.2% | +71.9% | +63.0% |
| YTD | +48.8% | -20.3% | +69.0% | +59.1% |
| 1Y | +39.2% | -32.9% | +72.2% | +60.7% |
| 3Y | +296.9% | +2.0% | +294.9% | +269.7% |
| 5Y | +767.5% | +24.4% | +743.1% | +613.8% |
| 10Y | +3,734.5% | +167.2% | +3,567.3% | +2,099.1% |
| All | +5,571.6% | +398.1% | +5,173.5% | +2,622.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling