+5,537.2%
ANET vs LII
+405.0%
+5,132.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -1.8% | -12.6% | +10.8% | +4.0% |
| 3M | +16.7% | -24.4% | +41.2% | +30.1% |
| 6M | +43.7% | -28.7% | +72.4% | +63.2% |
| YTD | +47.9% | -19.1% | +67.0% | +57.2% |
| 1Y | +37.3% | -29.7% | +67.0% | +55.0% |
| 3Y | +292.7% | +4.8% | +288.0% | +261.3% |
| 5Y | +753.8% | +24.6% | +729.3% | +602.3% |
| 10Y | +3,730.1% | +169.2% | +3,560.9% | +2,089.1% |
| All | +5,537.2% | +405.0% | +5,132.2% | +2,590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling