+3,847.4%
ANET vs LNG
+562.2%
+3,285.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | -4.7% | +7.7% | +4.1% |
| 30D | -5.2% | +3.8% | -9.0% | -6.2% |
| 3M | +27.6% | +16.2% | +11.5% | +22.4% |
| 6M | +44.4% | +11.7% | +32.7% | +39.0% |
| YTD | +52.3% | +44.2% | +8.1% | +36.6% |
| 1Y | +30.4% | +18.6% | +11.9% | +23.1% |
| 3Y | +313.3% | +77.4% | +235.8% | +250.6% |
| 5Y | +810.0% | +232.3% | +577.8% | +544.9% |
| All | +3,847.4% | +562.2% | +3,285.2% | +2,182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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