+183.2%
EQIX vs LBRT
+38.7%
+144.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.3% |
| 7D | +1.3% | +6.9% | -5.6% | +1.0% |
| 30D | +0.3% | +7.8% | -7.5% | -0.1% |
| 3M | -1.6% | -25.3% | +23.7% | -0.3% |
| 6M | +12.2% | -19.6% | +31.7% | +12.9% |
| YTD | +38.0% | +17.2% | +20.8% | +35.9% |
| 1Y | +38.9% | +114.1% | -75.2% | +31.9% |
| 3Y | +43.8% | +27.0% | +16.8% | +38.8% |
| 5Y | +30.4% | +128.3% | -97.9% | +22.3% |
| All | +183.2% | +38.7% | +144.5% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling