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We analyze the sub-diffraction focusing through compensated bilayer of anisotropic metamaterials as an expansion of the perfect lens configuration, and study the material loss and retardation effect on the image properties. Through rigorous analysis of the electromagnetic wave transmission and numerical calculations of the electromagnetic field distribution, we demonstrate that the anisotropic bilayer lens exhibits a decreased sensitivity to material loss and retardation, therefore has a better image with sub-diffraction resolution than that of the isotropic perfect lens configuration. We also report on the realization of the planar lens of anisotropic compensated bilayer through periodic loaded transmission line metamaterials. We show that the circuit simulation and experimental result verify the sub-diffraction focusing at microwave frequency. The measured half-power beamwidth of the point source image formed by the lens is 0.08 effective wavelengths, which is far beyond the diffraction limit.