+3,847.4%
ANET vs LPLA
+1,251.7%
+2,595.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +4.9% |
| 7D | +3.0% | -1.5% | +4.5% | +3.6% |
| 30D | -5.2% | -6.0% | +0.8% | -3.0% |
| 3M | +27.6% | +24.0% | +3.6% | +17.6% |
| 6M | +44.4% | +17.0% | +27.4% | +35.1% |
| YTD | +52.3% | -0.7% | +53.0% | +50.6% |
| 1Y | +30.4% | +2.1% | +28.3% | +27.0% |
| 3Y | +313.3% | +48.7% | +264.6% | +247.9% |
| 5Y | +810.0% | +151.2% | +658.8% | +522.7% |
| All | +3,847.4% | +1,251.7% | +2,595.7% | +1,631.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling