+181.8%
EQIX vs LBRT
+33.5%
+148.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.5% |
| 7D | -0.8% | +8.7% | -9.5% | -1.3% |
| 30D | -1.4% | +6.6% | -8.1% | -1.8% |
| 3M | -4.4% | -34.5% | +30.0% | -2.6% |
| 6M | +7.9% | -24.5% | +32.4% | +9.0% |
| YTD | +37.3% | +12.7% | +24.6% | +35.5% |
| 1Y | +37.8% | +94.8% | -57.1% | +31.5% |
| 3Y | +42.0% | +31.9% | +10.1% | +36.9% |
| 5Y | +29.6% | +111.8% | -82.2% | +22.0% |
| All | +181.8% | +33.5% | +148.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling