+3,494.0%
ANET vs LSCC
+1,351.6%
+2,142.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +0.9% | -2.4% |
| 7D | +15.5% | +7.0% | +8.5% | +12.5% |
| 30D | +1.0% | -2.3% | +3.3% | +2.0% |
| 3M | -3.1% | -12.5% | +9.4% | +1.7% |
| 6M | +40.2% | -10.6% | +50.8% | +44.7% |
| YTD | +50.6% | +52.7% | -2.1% | +25.3% |
| 1Y | +51.4% | +74.0% | -22.6% | +19.8% |
| 3Y | +275.3% | +104.8% | +170.5% | +160.6% |
| 5Y | +500.3% | +36.2% | +464.1% | +351.2% |
| All | +3,494.0% | +1,351.6% | +2,142.5% | +1,023.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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