+190.5%
EQIX vs LBRT
-16.4%
+206.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.5% |
| 7D | +1.3% | -1.9% | +3.2% | +1.4% |
| 30D | +3.4% | -32.0% | +35.5% | +5.5% |
| 3M | +3.9% | -39.7% | +43.6% | +6.6% |
| 6M | -0.7% | -61.1% | +60.4% | +3.9% |
| YTD | +41.5% | -29.4% | +70.9% | +43.0% |
| 1Y | +32.9% | -24.5% | +57.3% | +33.7% |
| 3Y | +48.3% | -28.1% | +76.4% | +47.4% |
| 5Y | +52.3% | +23.9% | +28.4% | +47.3% |
| All | +190.5% | -16.4% | +206.9% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling