+91.2%
LLY vs ANET
+302.4%
-211.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -0.9% |
| 7D | -2.9% | +3.0% | -5.9% | -3.1% |
| 30D | -8.4% | -5.2% | -3.3% | -8.2% |
| 3M | -3.8% | +27.6% | -31.4% | -5.6% |
| 6M | +11.9% | +44.4% | -32.4% | +8.0% |
| YTD | +4.3% | +52.3% | -48.0% | -0.3% |
| 1Y | +48.5% | +30.4% | +18.0% | +43.7% |
| 3Y | +91.2% | +313.3% | -222.0% | +56.8% |
| All | +91.2% | +302.4% | -211.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 3y: compounded portfolio wealth divided by compounded ANET 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…
3y analysis · Full analysis span regression · 6 months rolling