+47.3%
EQIX vs LBRT
-27.1%
+74.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +4.1% | +9.2% | -5.1% | +3.1% |
| 30D | +5.8% | -27.5% | +33.3% | +8.7% |
| 3M | -1.4% | -37.9% | +36.5% | +2.7% |
| 6M | -1.2% | -60.7% | +59.5% | +6.9% |
| YTD | +39.6% | -28.5% | +68.1% | +41.2% |
| 1Y | +36.8% | -13.2% | +50.1% | +35.4% |
| 3Y | +47.3% | -28.8% | +76.0% | +43.5% |
| All | +47.3% | -27.1% | +74.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling