+5,537.2%
ANET vs LSCC
+1,296.4%
+4,240.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -1.8% | -9.7% | +7.9% | +1.7% |
| 3M | +16.7% | -23.7% | +40.4% | +27.4% |
| 6M | +43.7% | +26.5% | +17.2% | +30.9% |
| YTD | +47.9% | +57.5% | -9.6% | +23.5% |
| 1Y | +37.3% | +75.7% | -38.4% | +9.7% |
| 3Y | +292.7% | +19.5% | +273.3% | +232.3% |
| 5Y | +753.8% | +83.8% | +670.1% | +503.4% |
| 10Y | +3,730.1% | +1,772.4% | +1,957.7% | +1,204.5% |
| All | +5,537.2% | +1,296.4% | +4,240.9% | +1,898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling