+22.2%
LQD vs ANET
+3,934.2%
-3,912.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.1% |
| 7D | -1.1% | +3.0% | -4.1% | -1.2% |
| 30D | -1.3% | -5.2% | +3.9% | -1.2% |
| 3M | -3.2% | +27.6% | -30.8% | -3.7% |
| 6M | -2.1% | +44.4% | -46.5% | -3.0% |
| YTD | -2.4% | +52.3% | -54.7% | -3.4% |
| 1Y | -2.7% | +30.4% | -33.1% | -3.5% |
| 3Y | +14.2% | +313.3% | -299.1% | +9.7% |
| 5Y | -5.8% | +810.0% | -815.8% | -11.6% |
| All | +22.2% | +3,934.2% | -3,912.0% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling