+3,847.4%
ANET vs LII
+165.8%
+3,681.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.4% |
| 7D | +3.0% | -6.3% | +9.3% | +5.9% |
| 30D | -5.2% | -13.0% | +7.9% | +0.7% |
| 3M | +27.6% | -29.0% | +56.6% | +46.4% |
| 6M | +44.4% | -27.7% | +72.0% | +62.9% |
| YTD | +52.3% | -24.2% | +76.5% | +66.6% |
| 1Y | +30.4% | -34.8% | +65.2% | +52.5% |
| 3Y | +313.3% | -4.2% | +317.5% | +294.6% |
| 5Y | +810.0% | +20.9% | +789.1% | +652.6% |
| All | +3,847.4% | +165.8% | +3,681.6% | +2,307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling