+16.2%
ANET vs LPLA
-16.5%
+32.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.4% | +3.8% |
| 7D | -4.4% | +15.7% | -20.1% | -8.1% |
| 30D | -13.7% | -6.2% | -7.6% | -12.2% |
| 3M | -6.3% | -12.0% | +5.7% | -2.5% |
| 6M | +3.4% | -2.7% | +6.1% | +4.0% |
| YTD | +36.2% | -12.5% | +48.8% | +38.0% |
| 1Y | +16.2% | -16.5% | +32.8% | +23.1% |
| All | +16.2% | -16.5% | +32.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling