+5,706.3%
ANET vs LMT
+338.1%
+5,368.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +6.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | -5.2% | -13.1% | +7.9% | -0.9% |
| 3M | +27.6% | -3.9% | +31.5% | +28.4% |
| 6M | +44.4% | -18.3% | +62.6% | +53.3% |
| YTD | +52.3% | +10.3% | +42.0% | +44.3% |
| 1Y | +30.4% | +14.2% | +16.2% | +21.8% |
| 3Y | +313.3% | +35.0% | +278.3% | +247.5% |
| 5Y | +810.0% | +73.2% | +736.8% | +552.3% |
| 10Y | +3,903.8% | +186.8% | +3,717.0% | +2,086.3% |
| All | +5,706.3% | +338.1% | +5,368.2% | +2,443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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