+16.2%
ANET vs LVS
-31.5%
+47.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.4% | +4.1% |
| 7D | -4.4% | +13.4% | -17.8% | -6.0% |
| 30D | -13.7% | +12.2% | -25.9% | -15.1% |
| 3M | -6.3% | -10.7% | +4.4% | -4.3% |
| 6M | +3.4% | -19.8% | +23.2% | +8.1% |
| YTD | +36.2% | -35.8% | +72.0% | +50.7% |
| 1Y | +16.2% | -31.8% | +48.0% | +26.7% |
| All | +16.2% | -31.5% | +47.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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